Early-warning models most commonly optimize signaling thresholds on crisis probabilities. The expost threshold …-of-sample performance. Our solution is not restricted to binary-choice models, but directly transferable to the signaling approach and all … probabilistic early-warning models. …

We present non-linear models to capture the turning points in global economic activity as well as in advanced and … emerging economies from 1980 to 2017. We first estimate Markov Switching models within a univariate framework. These models … models can be well explained with activity, survey and commodity price variables within a discrete choice framework …

This paper uses discrete-choice models to quantify the role of consumer socioeconomic characteristics, payment …

Early-warning models most commonly optimize signaling thresholds on crisis probabilities. The expost threshold …-of-sample performance. Our solution is not restricted to binary-choice models, but directly transferable to the signaling approach and all … probabilistic early-warning models …

This paper uses discrete-choice models to quantify the role of consumer socioeconomic characteristics, payment …