1.

Record Nr.

UNINA9910967316103321

Autore

Goodhart C

Titolo

Default, Credit Growth, and Asset Prices / / C. Goodhart, Miguel Segoviano, Boris Hofmann

Pubbl/distr/stampa

Washington, D.C. : , : International Monetary Fund, , 2006

ISBN

9786613825322

9781462374014

1462374018

9781452749129

1452749124

9781283512879

1283512874

9781451909364

1451909365

Edizione

[1st ed.]

Descrizione fisica

1 online resource (44 p.)

Collana

IMF Working Papers

Altri autori (Persone)

HofmannBoris

SegovianoMiguel

Soggetti

Asset allocation - Econometric models

Credit - Econometric models

Asset prices

Bank credit

Banking

Banks and Banking

Banks and banking

Banks

Business Fluctuations

Computer Programs: Other

Credit

Cycles

Data Access

Data Collection and Data Estimation Methodology

Deflation

Depository Institutions

Diffusion Processes

Dynamic Analysis

Dynamic Quantile Regressions

Dynamic Treatment Effect Models

Econometric Modeling: General



Econometrics & economic statistics

Economic and financial statistics

Finance

Financial Markets and the Macroeconomy

Financial statistics

Housing

Inflation

Land prices

Macroeconomics

Methodology for Collecting, Estimating, and Organizing Macroeconomic Data

Micro Finance Institutions

Monetary economics

Monetary Policy, Central Banking, and the Supply of Money and Credit: General

Money and Monetary Policy

Money Multipliers

Money Supply

Money

Mortgages

Nonagricultural and Nonresidential Real Estate Markets

Optimization Techniques

Price Level

Prices

Prices, Business Fluctuations, and Cycles: Forecasting and Simulation

Programming Models

Property & real estate

Real Estate

Semiparametric and Nonparametric Methods

Statistics

Time-Series Models

Japan

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

"September 2006".

Nota di bibliografia

Includes bibliographical references.

Nota di contenuto

""Contents""; ""I. INTRODUCTION""; ""II. BANK CREDIT AND PROPERTY PRICES""; ""III. DEFAULT, CREDIT GROWTH, AND ASSET PRICES""; ""IV. RESULTS""; ""V. CONCLUSIONS AND POLICY IMPLICATIONS""; ""References""

Sommario/riassunto

This paper uses a Merton-type estimate of the probability of default (PoD) for the main banks in a sample of Organization for Economic Cooperation and Development and middle-income countries as a proxy for the fragility of their banking systems. Based on theory and stylized facts, the paper explores a range of financial and real variables that explain such PoDs across time. We find property price fluctuations and bank credit to be important explanatory factors. There is two-way



interaction between these variables and a clearer relationship when the variables are entered as a deviation from trend. The lag structure between such developments and PoDs is long and varies widely across countries. The paper assesses the implications of these findings for economic policy.