Using an alternative approach to build an empirical model to forecast liquidity needs of the Albanian banking sector
Author: Gerti Shijaku
Printed on: 12.06.2023
Production date: 12.06.2023
Material category : Not Periodic Publications / Working Papers
This paper provides a simple new empirical alternative approach, which is based on daily data for the period 2008-2020 and various binary indicators, and it builds a set of econometric models that can be easily used to predict short-term and medium-term liquidity needs in the banking system over a chosen time horizon.