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  • Search: subject:"binary time series cross section data"
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banking crisis 1 binary time series cross section data 1 credit 1 time horizons 1
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Schudel, Willem 1
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Shifting horizons: assessing macro trends before, during, and following systemic banking crises
Schudel, Willem - 2015
This paper assesses the trends of some main macroeconomic and macro-financial variables across different time horizons related to systemic banking crises. Specifically, by gradually shifting the observation horizon of the same statistical model across time, it observes how these variables are...
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