How to evaluate an early-warning system : toward a unified statistical framework for assessing financial crises forecasting methods
Year of publication: |
2012
|
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Authors: | Candelon, Bertrand ; Dumitrescu, Elena-Ivona ; Hurlin, Christophe |
Published in: |
IMF economic review. - Basingstoke : Palgrave, ISSN 2041-4161, ZDB-ID 2559765-6. - Vol. 60.2012, 1, p. 75-113
|
Subject: | Währungskrise | Currency crisis | Frühwarnsystem | Early warning system | Panel | Panel study | Logit-Modell | Logit model | Markov-Kette | Markov chain | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Welt | World | 1985-2005 |
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