Search Results - subject:"Signal approach"

Predicting financial crises and signal indicators in G7 countries

Alpdoğan, Hilal; Akal, Mustafa; Kabasakal, Ali; … - In: Zagreb international review of economics & business 26 (2023) 1, pp. 29-53

Persistent link: https://www.econbiz.de/10014490925

Exposition, climax, denouement: Life-cycle evaluation of the recent financial crisis in the EU by linking the ESRB financial crisis database to the European Commission's Macroeconomic Imbalance Procedure Scoreboard

Erhart, Szilard - 2019

The paper investigates the life-cycle of the 2008-2009 financial crisis by linking the Macroeconomic Imbalance Procedure (MIP) Scoreboard of the European Commission to the crisis database of the European Systemic Risk Board (ESRB). The novelty of the analysis is that early warning capacity of...

Persistent link: https://www.econbiz.de/10012145167

Exposition, climax, denouement : life-cycle evaluation of the recent financial crisis in the EU by linking the ESRB financial crisis database to the European Commission's Macroeconomic Imbalance Procedure Scoreboard

Erhart, Szilard - 2019

Persistent link: https://www.econbiz.de/10012104493

Early warning system of government debt crises

Dreger, Christian; Kholodilin, Konstantin A. - 2018

The European debt crisis has revealed serious deficiencies and risks on a proper functioning of the monetary union. Against this backdrop, early warning systems are of crucial importance. In this study that focuses on euro area member states, the robustness of early warning systems to predict...

Persistent link: https://www.econbiz.de/10011813844

Early warning system of government debt crises

Dreger, Christian; Kholodilin, Konstantin - 2018

Persistent link: https://www.econbiz.de/10011803028

Early warning systems with real-time data

Boonman, Tjeerd M.; Jacobs, Johannes Petrus Antonius Maria - 2017

varieties of early warning systems: the signal approach and the logit models. For both methods we find that using forecasts of …

Persistent link: https://www.econbiz.de/10011788963

Predicting Systemic Banking Crises Using Early Warning Models: The Case of Montenegro

Asanović, Željka - In: Journal of Central Banking Theory and Practice 6 (2017) 3, pp. 157-182

applied in this paper is signal approach, however, with some modifications as compared with its standard application in the … the signal approach. In order to check the robustness of indicators, the Bayesian model averaging technique is used. The …

Persistent link: https://www.econbiz.de/10012217867

Early warning systems for currency crises with real-time data

Boonman, Tjeerd M.; Jacobs, Jan; Kuper, Gerard H.; … - 2017

Persistent link: https://www.econbiz.de/10011742828

Early warning systems with real-time data

Boonman, Tjeerd M.; Jacobs, Jan; Kuper, Gerard H.; … - 2017

varieties of early warning systems: the signal approach and the logit models. For both methods we find that using forecasts of …

Persistent link: https://www.econbiz.de/10011729115

The predictive power of country governance for economic and financial vulnerabilities occurrence

Brik, Hatem; El Ouakdi, Jihene; Ftiti, Zied; Louhichi, Waël - In: Revue Gestion 2000 : management & prospective 37 (2020) 5, pp. 105-119

Persistent link: https://www.econbiz.de/10012437999