Evaluating early warning indicators of banking crises: Satisfying policy requirements

B-Tier
Journal: International Journal of Forecasting
Year: 2014
Volume: 30
Issue: 3
Pages: 759-780

Authors (2)

Drehmann, Mathias (not in RePEc) Juselius, Mikael (Suomen Pankki)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Ideally, early warning indicators (EWI) of banking crises should be evaluated on the basis of their performance relative to the macroprudential policy maker’s decision problem. We translate several practical aspects of this problem — such as difficulties in assessing the costs and benefits of various policy measures, as well as requirements for the timing and stability of EWIs — into statistical evaluation criteria. Applying the criteria to a set of potential EWIs, we find that the credit-to-GDP gap and a new indicator, the debt service ratio (DSR), consistently outperform other measures. The credit-to-GDP gap is the best indicator at longer horizons, whereas the DSR dominates at shorter horizons.

Technical Details

RePEc Handle
repec:eee:intfor:v:30:y:2014:i:3:p:759-780
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-25