A time series analysis of financial fragility in the UK banking system
This paper extends the model proposed by Goodhart, Sunirand, and Tsomocos (2003, 2004a,b) to an infinite horizon setting. Thus, we are able to assess how the model conforms with the time series data of the U.K. banking system. We conclude that, since the model performs satisfactorily, it can be read...
| 主要な著者: | , |
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| フォーマット: | Working paper |
| 出版事項: |
University of Oxford
2004
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