Procyclicality and the search for early warning indicators /

Saved in:
Bibliographic Details
Corporate author / creator:International Monetary Fund.
Imprint:Washington, District of Columbia : International Monetary Fund, 2013.
Description:1 online resource (17 pages) : illustrations
Language:English
Series:IMF working paper ; WP/13/258
IMF working paper ; WP/13/258.
Subject:
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/12510103
Hidden Bibliographic Details
Other authors / contributors:Shin, Hyun Song.
ISBN:9781484320839
1484320832
9781484321386
1484321383
Notes:Includes bibliographical references.
Online resource; title from PDF title page (ebrary, viewed February 5, 2014).
Summary:This paper compares three types of early warning indicators of financial instability - those based on financial market prices, those based on normalized measures of total credit and those based on liabilities of financial intermediaries. Prices perform well as concurrent indicators of market conditions but are not suitable as early warning indicators. Total credit and liabilities convey similar information and perform better as early warning indicators, but liabilities are more transparent and the decomposition between core and non-core liabilities convey additional useful information.

MARC

LEADER 00000cam a2200000Mi 4500
001 12510103
006 m o d
007 cr |n|||||||||
008 140205s2013 dcuad ob 000 0 eng d
005 20240822222150.6
020 |a 9781484320839 
020 |a 1484320832 
020 |a 9781484321386  |q (e-book) 
020 |a 1484321383 
035 9 |a (OCLCCM-CC)1107362954 
035 |a (OCoLC)1107362954 
040 |a VT2  |b eng  |e pn  |c VT2  |d OCLCO  |d OCLCF  |d OCLCQ  |d VT2  |d ESU  |d OCLCO 
049 |a MAIN 
110 2 |a International Monetary Fund.  |0 http://id.loc.gov/authorities/names/n81052755 
245 1 0 |a Procyclicality and the search for early warning indicators /  |c prepared by Hyun Song Shin ; International Monetary Fund. 
260 |a Washington, District of Columbia :  |b International Monetary Fund,  |c 2013. 
300 |a 1 online resource (17 pages) :  |b illustrations 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
490 1 |a IMF working paper ;  |v WP/13/258 
504 |a Includes bibliographical references. 
588 0 |a Online resource; title from PDF title page (ebrary, viewed February 5, 2014). 
520 3 |a This paper compares three types of early warning indicators of financial instability - those based on financial market prices, those based on normalized measures of total credit and those based on liabilities of financial intermediaries. Prices perform well as concurrent indicators of market conditions but are not suitable as early warning indicators. Total credit and liabilities convey similar information and perform better as early warning indicators, but liabilities are more transparent and the decomposition between core and non-core liabilities convey additional useful information. 
650 0 |a Financial crises.  |0 http://id.loc.gov/authorities/subjects/sh89002668 
650 0 |a Business cycles.  |0 http://id.loc.gov/authorities/subjects/sh85018278 
650 6 |a Cycles économiques. 
650 7 |a Business cycles.  |2 fast  |0 (OCoLC)fst00842457 
650 7 |a Financial crises.  |2 fast  |0 (OCoLC)fst00924607 
655 0 |a Electronic books. 
655 4 |a Electronic books. 
700 1 |a Shin, Hyun Song. 
830 0 |a IMF working paper ;  |v WP/13/258.  |0 http://id.loc.gov/authorities/names/no89010263 
856 4 0 |u http://elibrary.imf.org/view/journals/001/2013/258/001.2013.issue-258-en.xml  |y INTERNATIONAL MONETARY FUND 
929 |a oclccm 
999 f f |i 9e9710a7-1544-5eee-8725-6dc93ba8087c  |s 820f8262-6364-5e3a-9e55-8c4927d5137f 
928 |t Library of Congress classification  |l Online  |c UC-FullText  |u http://elibrary.imf.org/view/journals/001/2013/258/001.2013.issue-258-en.xml  |z INTERNATIONAL MONETARY FUND  |g ebooks  |i 12154691