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Published on Tuesday, February 25, 2014 | Updated on Sunday, May 13, 2018

BBVA EAGLEs Economic Watch : Excess Credit: Mind the Gap!… But which one?

Summary

Traditional measures of excess credit are too rough; We introduce a new measure of credit gap with promising results both in univariate and multivariate framework.

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140226_EW_Excess_Credit_Mind_the_Gap_but_which_one_tcm348-427709.pdf

English - February 25, 2014

Authors

BR
BBVA Research BBVA Research
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