This work is devoted to the analysis of some of the fundamental pillars of economic stability. The first chapter deals with the banking sector, with the development of an innovative Early Warning System to timely identify cases of future financial distress, to allow the early intervention of the supervisor. The second chapter considers Gross Domestic Product and its potential, and discusses a new methodology for estimating potential output. The third and last chapter concludes by examinating the labor market, with the development of a new technique based on state-space modelling to estimate trend employment.
Fostering Financial Stability: Three Essays on Banking, Potential Output and Employment
Scalone, Stefano
2018-01-01
Abstract
This work is devoted to the analysis of some of the fundamental pillars of economic stability. The first chapter deals with the banking sector, with the development of an innovative Early Warning System to timely identify cases of future financial distress, to allow the early intervention of the supervisor. The second chapter considers Gross Domestic Product and its potential, and discusses a new methodology for estimating potential output. The third and last chapter concludes by examinating the labor market, with the development of a new technique based on state-space modelling to estimate trend employment.
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Open Access dal 21/03/2021
Descrizione: Il documento é composto di tre capitoli. Nel primo gli autori sviluppano un "early warning system" sul sistema bancario europeo; nel secondo si descrive un metodo innovativo per il calcolo del GDP potenziale e dell'output gap; nel terzo un modello sul mercato del lavoro, per la stima dell'occupazione di lungo periodo.
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Tesi di dottorato
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