Salvatore Dell'Erba

International Monetary Fund (IMF)

700 19th Street, N.W.

Washington, DC 20431

United States

  • International Monetary Fund (IMF)

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

IMF Working Paper No. 20/6
Number of pages: 42 Posted: 28 Feb 2020
Chikako Baba, Salvatore Dell'Erba, Enrica Detragiache, Olamide Harrison, Aiko Mineshima, Anvar Musayev and Asghar Shahmoradi
International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) - European Department, International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) and University of Calgary - Department of Economics
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Abstract:

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Real interest rates, Interest rate policy, Credit booms, Credit expansion, Credit aggregates, Credit Cycle, Credit Gap, Countercyclical Capital Buffer, Macroprudential Policies, WP, BCG, real interest rate, output gap, fundamental variable