TY - GEN 
AU - Giraldo C
AU - Giraldo I
AU - Gomez-Gonzalez J.E
AU - Uribe J.M.
PY - 2024
SN - 10629769
UR - http://hdl.handle.net/10818/61887
AB - This study utilizes weekly datasets on loan growth in Colombia to develop a daily indicator of credit expansion using a two-step machine learning approach. Initially, employing Random Forests (RF), missing data in the raw credit indicator is filled...
LA - eng
PB - Quarterly Review of Economics and Finance
KW - Credit growth
KW - Excessive credit creation
KW - Financial stability
KW - Machine learning methodology
TI - High frequency monitoring of credit creation: A new tool for central banks in emerging market economies
DO - 10.1016/j.qref.2024.101893
ER -