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How Should Credit Gaps Be Measured? An Application to European Countries

Author/Editor: Chikako Baba, Salvatore Dell'Erba, Enrica Detragiache, Olamide Harrison, Aiko Mineshima, Anvar Musayev, Asghar Shahmoradi.

Release Date:January, 2020

Assessing when credit is excessive is important to understand macro-financial vulnerabilities and guide macroprudential policy. The Basel Credit Gap (BCG) – the deviation of the credit-to-GDP ratio more...

Price: $18.00
Macroprudential Stress Tests and Policies: Searching for Robust and Implementable Frameworks

Author/Editor: Ron Anderson, Jon Danielsson, Chikako Baba, Udaibir S Das, Heedon Kang, Miguel A Segoviano Basurto.

Release Date:September, 2018

Macroprudential stress testing (MaPST) is becoming firmly embedded in the post-crisis policy-frameworks of financial-sectors around the world. MaPSTs can offer quantitative, forward-looking more...

Price: $18.00
Macroeconomic Vulnerabilities Stemming from the Global Economic Crisis: The Case of Swaziland

Author/Editor: Olivier Basdevant, Chikako Baba, Borislava Mircheva.

Release Date:December, 2011

Swaziland has faced a significant fiscal crisis since 2010, in the wake of loss of transfers from the Southern African Customs Union (SACU). The fiscal crisis has led to increasing vulnerabilities, more...

Price: $25.00
Effectiveness of Capital Controls in Selected Emerging Markets in the 2000's

Author/Editor: Chikako Baba, Annamaria Kokenyne.

Release Date:December, 2011

This paper estimates the effectiveness of capital controls in response to inflow surges in Brazil, Colombia, Korea, and Thailand in the 2000s. Controls are generally associated with a decrease in more...

Price: $18.00
Predicting Recessions : A New Approach for Identifying Leading Indicators and Forecast Combinations

Author/Editor: Turgut Kisinbay, Chikako Baba.

Release Date:October, 2011

This study proposes a data-based algorithm to select a subset of indicators from a large data set with a focus on forecasting recessions. The algorithm selects leading indicators of recessions based more...

Price: $18.00
The Effectiveness of Capital Controls and Prudential Policies in Managing Large Inflows

Author/Editor: Karl F Habermeier, Annamaria Kokenyne, Chikako Baba.

Release Date:August, 2011

Staff Discussion Notes showcase the latest policy-related analysis and research being developed by individual IMF staff and are published to elicit comment and to further debate. These papers are more...

Price: $10.00