Savona, Roberto; Vezzoli, Marika - In: Oxford Bulletin of Economics and Statistics 77 (2015) 1, pp. 66-92
type="main" xml:id="obes12052-abs-0001" <title type="main">Abstract</title> <p>In this article, we try to realize the best compromise between in-sample goodness of fit and out-of-sample predictability of sovereign defaults. To do this, we use a new regression-tree based approach that signals impending sovereign debt crises...</p>
