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The collapse of credit booms: a competing risks analysis

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Resumo:This paper analyses the collapse of credit booms by using a discrete-time competing risks duration model to disentangle the factors behind the length of benign and harmful credit booms. The results show that economic growth and monetary authorities play the major role in explaining the differences in the length and outcome of credit booms. Moreover, both types of credit expansions display positive duration dependence, i.e. both are more likely to end as they grow older, but hard landing credit booms have proven to be longer than those that land softly.
Autores principais:Castro, Vítor
Outros Autores:Martins, Rodrigo
Assunto:Credit booms Duration analysis Competing risks model Multinomial logit Central Bank independence
Ano:2020
País:Portugal
Tipo de documento:artigo
Tipo de acesso:acesso aberto
Instituição associada:Universidade do Minho
Idioma:inglês
Origem:RepositóriUM - Universidade do Minho
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author Castro, Vítor
author2 Martins, Rodrigo
author2_role author
author_facet Castro, Vítor
Martins, Rodrigo
author_role author
contributor_name_str_mv Universidade do Minho
country_str PT
creators_json_txt [{\"Person.name\":\"Castro, Vítor\"},{\"Person.name\":\"Martins, Rodrigo\"}]
datacite.contributors.contributor.contributorName.fl_str_mv Universidade do Minho
datacite.creators.creator.creatorName.fl_str_mv Castro, Vítor
Martins, Rodrigo
datacite.date.Accepted.fl_str_mv 2020-01-01T00:00:00Z
datacite.date.available.fl_str_mv 2023-01-01T07:01:06Z
datacite.date.embargoed.fl_str_mv 2023-01-01T07:01:06Z
datacite.rights.fl_str_mv http://purl.org/coar/access_right/c_abf2
datacite.subjects.subject.fl_str_mv Credit booms
Duration analysis
Competing risks model
Multinomial logit
Central Bank independence
datacite.titles.title.fl_str_mv The collapse of credit booms: a competing risks analysis
dc.contributor.none.fl_str_mv Universidade do Minho
dc.creator.none.fl_str_mv Castro, Vítor
Martins, Rodrigo
dc.date.Accepted.fl_str_mv 2020-01-01T00:00:00Z
dc.date.available.fl_str_mv 2023-01-01T07:01:06Z
dc.date.embargoed.fl_str_mv 2023-01-01T07:01:06Z
dc.format.none.fl_str_mv application/pdf
dc.identifier.none.fl_str_mv https://hdl.handle.net/1822/66773
dc.language.none.fl_str_mv eng
dc.publisher.none.fl_str_mv Emerald
dc.rights.none.fl_str_mv http://purl.org/coar/access_right/c_abf2
dc.subject.none.fl_str_mv Credit booms
Duration analysis
Competing risks model
Multinomial logit
Central Bank independence
dc.title.fl_str_mv The collapse of credit booms: a competing risks analysis
dc.type.none.fl_str_mv http://purl.org/coar/resource_type/c_6501
description This paper analyses the collapse of credit booms by using a discrete-time competing risks duration model to disentangle the factors behind the length of benign and harmful credit booms. The results show that economic growth and monetary authorities play the major role in explaining the differences in the length and outcome of credit booms. Moreover, both types of credit expansions display positive duration dependence, i.e. both are more likely to end as they grow older, but hard landing credit booms have proven to be longer than those that land softly.
dirty 0
eu_rights_str_mv openAccess
format article
fulltext.url.fl_str_mv https://prod-dspace.uminho.pt/bitstreams/129af559-6a9d-4411-bb39-ad6eb65d52da/download
id rum_ca99d5ef68dfc4ce834591bcadc25847
identifier.url.fl_str_mv https://hdl.handle.net/1822/66773
instacron_str repositorium
institution Universidade do Minho
instname_str Universidade do Minho
language eng
network_acronym_str rum
network_name_str RepositóriUM - Universidade do Minho
oai_identifier_str oai:repositorium.uminho.pt:1822/66773
organization_str_mv urn:organizationAcronym:repositorium
person_str_mv Castro, Vítor
Martins, Rodrigo
publishDate 2020
publisher.none.fl_str_mv Emerald
reponame_str RepositóriUM - Universidade do Minho
repository_id_str urn:repositoryAcronym:rum
service_str_mv urn:repositoryAcronym:rum
spelling engEmeraldengThis paper analyses the collapse of credit booms by using a discrete-time competing risks duration model to disentangle the factors behind the length of benign and harmful credit booms. The results show that economic growth and monetary authorities play the major role in explaining the differences in the length and outcome of credit booms. Moreover, both types of credit expansions display positive duration dependence, i.e. both are more likely to end as they grow older, but hard landing credit booms have proven to be longer than those that land softly.application/pdfporThe collapse of credit booms: a competing risks analysisCastro, VítorMartins, RodrigoHostingInstitutionOrganizationalUniversidade do Minhoe-mailmailto:repositorium@usdb.uminho.ptrepositorium@usdb.uminho.ptDOIIsPartOf10.1108/JES-04-2019-01962023-01-01T07:01:06Z20202020-01-01T00:00:00ZHandlehttps://hdl.handle.net/1822/66773http://purl.org/coar/access_right/c_abf2open accessCredit boomsDuration analysisCompeting risks modelMultinomial logitCentral Bank independence891985 bytesliteraturehttp://purl.org/coar/resource_type/c_6501journal articlehttp://purl.org/coar/access_right/c_abf2application/pdffulltexthttps://prod-dspace.uminho.pt/bitstreams/129af559-6a9d-4411-bb39-ad6eb65d52da/download
spellingShingle The collapse of credit booms: a competing risks analysis
Castro, Vítor
Credit booms
Duration analysis
Competing risks model
Multinomial logit
Central Bank independence
status SINGLETON
subject.fl_str_mv Credit booms
Duration analysis
Competing risks model
Multinomial logit
Central Bank independence
title The collapse of credit booms: a competing risks analysis
title_full The collapse of credit booms: a competing risks analysis
title_fullStr The collapse of credit booms: a competing risks analysis
title_full_unstemmed The collapse of credit booms: a competing risks analysis
title_short The collapse of credit booms: a competing risks analysis
title_sort The collapse of credit booms: a competing risks analysis
topic Credit booms
Duration analysis
Competing risks model
Multinomial logit
Central Bank independence
topic_facet Credit booms
Duration analysis
Competing risks model
Multinomial logit
Central Bank independence
url https://hdl.handle.net/1822/66773
visible 1