Search Results - subject:"EWIs"

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Evaluating the Effectiveness of Early Warning Indicators: An Application of Receiver Operating Characteristic Curve Approach to Panel Data

Yildirim, Yusuf; Sanyal, Anirban - 2022

Early warning indicators (EWIs) of banking crises should ideally be judged on how well they function in relation to the … well as requirements for the timeliness and stability of EWIs. We analyze the balance panel of possible EWIs for six … evaluate the suitability of these EWIs in view of their predictive power and stability of signals. The paper observes that …

Persistent link: https://www.econbiz.de/10013168948

Assessment of macroeconomic imbalance indicators

Csortos, Orsolya; Szalai, Zoltán - In: MNB Bulletin 8 (2013) 3, pp. 14-24

This study examines the set of indicators of the early warning system used within the framework of the new Macroeconomic Imbalance Procedure introduced by the European Commission. The primary objective of the procedure is to call the attention of member countries to dangerous developments that...

Persistent link: https://www.econbiz.de/10010734587

Evaluating early warning indicators of banking crises: Satisfying policy requirements

Drehmann, Mathias - Bank for International Settlements (BIS) - 2013

Early warning indicators (EWIs) of banking crises should ideally be evaluated on the basis of their performance … stability of EWIs - into statistical evaluation criteria. Applying the criteria to a set of potential EWIs, we find that the …

Persistent link: https://www.econbiz.de/10010849807