On factors explaining the 2008 financial crisis

被引：15
|
作者：
Acosta-Gonzalez, Eduardo
Fernandez-Rodriguez, Fernando [1 ]
Sosvilla-Rivero, Simon [2 ]
机构：
[1] Univ Las Palmas Gran Canaria, Dept Quantitat Methods, Las Palmas Gran Canaria 35017, Spain
[2] Univ Complutense Madrid, E-28040 Madrid, Spain
来源：
ECONOMICS LETTERS | 2012年 / 115卷 / 02期
关键词：
Financial crises; Great recession; Genetic algorithms; Model selection;
D O I：
10.1016/j.econlet.2011.11.038
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
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. (C) 2011 Elsevier B.V. All rights reserved.
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页码：215 / 217
页数：3
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