Measuring the credit gap: a forecast combination approach
Abstract This paper proposes a new approach to calculating the credit gap: the deviation of the credit-to-GDP ratio from its long-run trend. Our method weights credit gap measures from different decomposition methods based on their out-of-sample forecasting performance. The results show that this we...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2025-05-01
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| Series: | Swiss Journal of Economics and Statistics |
| Subjects: | |
| Online Access: | https://doi.org/10.1186/s41937-025-00133-w |
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