A bayesian signals approach for the detection of crises
Panayotis Michaelides, Mike Tsionas, Panos Xidonas
| Year of publication: |
2020
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|---|---|
| Authors: | Michaēlidēs, Panagiōtēs G. ; Tsionas, Efthymios G. ; Xidonas, Panos |
| Published in: |
Journal of quantitative economics. - [New Delhi] : Springer India, ISSN 2364-1045, ZDB-ID 2842078-0. - Vol. 18.2020, 3, p. 551-585
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| Subject: | Predicting crises | Early warning system | Bayesian analysis | Leading indicators | Frühwarnsystem | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model | Finanzkrise | Financial crisis | Wirtschaftsindikator | Economic indicator | Währungskrise | Currency crisis | Theorie | Theory | Bankenkrise | Banking crisis | Signalling | Schätzung | Estimation | Frühindikator | Leading indicator |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s40953-019-00186-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012418855