Using an alternative approach to build an empirical model to forecast liquidity needs of the Albanian banking sector

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.