The collapse of credit booms: A competing risks analysis

This paper analyses the collapse of credit booms by using a discrete-time competing risks duration model over a panel of 67 countries for the period 1975q1-2016q4 to disentangle the factors behind the length of benign and harmful credit booms. The results show that economic growth and monetary autho...

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Bibliographic Details
Main Authors: Vitor Castro, Rodrigo Martins
Format: Default Article
Published: 2020
Subjects:
Other economics not elsewhere classified
Economics
Credit booms
Duration analysis
Competing risks model
Multinomial logit
Central Bank independence
Online Access:https://hdl.handle.net/2134/11323679.v1
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https://hdl.handle.net/2134/11323679.v1

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