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Title: | On factors explaining the 2008 financial crisis | Authors: | Acosta González, Eduardo Fernández-Rodríguez, Fernando Sosvilla Rivero, Simón |
UNESCO Clasification: | 5307 Teoría económica | Keywords: | Financial crises Great recession Genetic algorithms Model selection |
Issue Date: | 2012 | Journal: | Economics Letters | Abstract: | Using a statistical methodology guided by a genetic algorithm, we select the best econometric model for explaining the severity of the 2008 crisis, with the main determinant being the percentage of bank claims on private sector over deposits in the year 2006. | URI: | https://accedacris.ulpgc.es/handle/10553/15474 | ISSN: | 0165-1765 | DOI: | 10.1016/j.econlet.2011.11.038 | Source: | Economics Letters[ISSN 0165-1765],v. 115, p. 215-217 |
Appears in Collections: | Artículos |
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