The Relationship between Macroeconomic Overheating and Financial Vulnerability: A Quantitative Exploration
Posted: 10 Oct 2018 Last revised: 2 Oct 2020
Date Written: October, 2018
Abstract
In this note, we explore the link between indicators of financial imbalances and macroeconomic performance, focusing on the experience of the United States. In an accompanying note, The Relationship between Macroeconomic Overheating and Financial Vulnerability: A Narrative Investigation, we follow a narrative approach to review historical episodes of significant financial imbalances and examine whether these episodes were linked to macroeconomic overheating.
Suggested Citation: Suggested Citation
Afanasyeva, Elena and Lee, Seung Jung and Modugno, Michele and Palomino, Francisco, The Relationship between Macroeconomic Overheating and Financial Vulnerability: A Quantitative Exploration (October, 2018). FEDS Notes No. 2018-10-12-3, Available at SSRN: https://ssrn.com/abstract=3267785 or http://dx.doi.org/10.17016/2380-7172.2254
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