executive show significant correlations with the likelihood of systemic banking crises. The results suggest that a systemic …This study provides the first attempt to evaluate whether a logit early warning system (EWS) for systemic banking … crises can produce better predictions when political indicators are used alongside traditional macro-financial indicators …

executive show significant correlations with the likelihood of systemic banking crises. The results suggest that a systemic …This study provides the first attempt to evaluate whether a logit early warning system (EWS) for systemic banking … crises can produce better predictions when political indicators are used alongside traditional macro-financial indicators …

This paper compares the out-of-sample predictive performance of different early warning models for systemic banking … early warning models are needed before they are able to offer a substantial value-added for predicting systemic banking …, these models identify credit expansions, asset price booms and external imbalances as key predictors of systemic banking …

This paper compares the out-of-sample predictive performance of different early warning models for systemic banking … early warning models are needed before they are able to offer a substantial value-added for predicting systemic banking …, these models identify credit expansions, asset price booms and external imbalances as key predictors of systemic banking …

This paper compares the out-of-sample predictive performance of different early warning models for systemic banking … early warning models are needed before they are able to offer a substantial value-added for predicting systemic banking …, these models identify credit expansions, asset price booms and external imbalances as key predictors of systemic banking …