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On factors explaining the 2008 financial crisis

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Acosta-González, Eduardo and Fernández-Rodríguez, Fernando and Sosvilla-Rivero, Simón (2012) On factors explaining the 2008 financial crisis. Economics Letters, 115 (2). pp. 215-217. ISSN 0165-1765

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Official URL: https://doi.org/10.1016/j.econlet.2011.11.038



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.


Item Type:Article
Uncontrolled Keywords:Financial crises, Great recession; Genetic algorithms; Model selection.
Subjects:Social sciences > Economics > Macroeconomics
Social sciences > Economics > Stock exchanges
JEL:E32, E44, E51
ID Code:59765
Deposited On:27 Mar 2020 10:17
Last Modified:30 Mar 2020 09:38

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