Forecasting banking crises with dynamic panel probit models
António Antunes, Diana Bonfim, Nuno Monteiro, Paulo M.M. Rodrigues
| Year of publication: |
2018
|
|---|---|
| Authors: | Antunes, António R. ; Bonfim, Diana ; Monteiro, Nuno ; Rodrigues, Paulo M. M. |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 34.2018, 2, p. 249-275
|
| Subject: | Banking crisis | Binary data | Dynamic probit models | Early warning indicators | Bankenkrise | Probit-Modell | Probit model | Frühwarnsystem | Early warning system | Panel | Panel study | Prognoseverfahren | Forecasting model | Theorie | Theory | Frühindikator | Leading indicator | Schätzung | Estimation |
| Description of contents: | Description [doi.org] |