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How to evaluate an Early Warning System? : towards a united statistical framework for assessing financial crises forecasting methods

Candelon, Bertrand; Dumitrescu, Elena-Ivona; Hurlin, … - 2010

Persistent link: https://www.econbiz.de/10008656656

How to evaluate an early-warning system : toward a unified statistical framework for assessing financial crises forecasting methods

Candelon, Bertrand; Dumitrescu, Elena-Ivona; Hurlin, … - In: IMF economic review 60 (2012) 1, pp. 75-113

Persistent link: https://www.econbiz.de/10009517799

Testing for short and long run causality : the case of the yield spread and economic growth

Breitung, Jörg; Candelon, Bertrand - 2001

Persistent link: https://www.econbiz.de/10001652440

Testing for short and long-run causality : the case of the yield spread and economic growth

Breitung, Jörg; Candelon, Bertrand - 2001

To assess the predictive content of the interest rate term spread for future economic growth, we distinguish short-run from long-run predictability by using two different approaches. First, following Dufour and Renault (1998) a test procedure is proposed to test for causality at different...

Persistent link: https://www.econbiz.de/10009617950

Testing for short- and long-run causality : a frequency-domain approach

Breitung, Jörg; Candelon, Bertrand - In: Journal of econometrics 132 (2006) 2, pp. 363-378

Persistent link: https://www.econbiz.de/10003348759

Evaluating inflation forecasts in the euro area and the role of the ECB

Candelon, Bertrand; Roccazzella, Francesco - In: Journal of forecasting 44 (2025) 3, pp. 978-1008

Persistent link: https://www.econbiz.de/10015374213

Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects

Dumitrescu, Elena; Hué, Sullivan; Hurlin, Christophe; … - In: European journal of operational research : EJOR 297 (2022) 3, pp. 1178-1192

Persistent link: https://www.econbiz.de/10013263050

Testing interval forecasts : a GMM-based approach

Dumitrescu, Elena-Ivona; Hurlin, Christophe; Madkour, Jaouad - In: Journal of forecasting 32 (2013) 2, pp. 97-110

Persistent link: https://www.econbiz.de/10009758695

Un test de validité de la Value at Risk

Hurlin, Christophe; Tokpavi, Sessi - In: Revue économique : revue bimestrielle 58 (2007) 3, pp. 599-608

Persistent link: https://www.econbiz.de/10003459676

Une évaluation des procédures de Backtesting : "tout va pour le mieux dans le meilleur des mondes"

Hurlin, Christophe; Tokpavi, Sessi - In: Finance : revue de l'Association Française de Finance 29 (2008) 1, pp. 53-80

Persistent link: https://www.econbiz.de/10003730239