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Early warning system of government debt crises

Dreger, Christian; Kholodilin, Konstantin - 2018

several dimensions, such as the chronology of past crises, econometric methods, and the selection of indicators in forecast …

Persistent link: https://www.econbiz.de/10011803028

Chapter 7. Fiscal and Financial Crises

Bordo, M.D.; Meissner, C.M. - In: Handbook of macroeconomics : volume 2, v. 2A-2B SET, (pp. 355-412). 2016

Interconnections between banking crises and fiscal crises have a long history. We document the long-run evolution from classic banking panics toward modern banking crises where financial guarantees are associated with crisis resolution. Recent crises feature a feedback loop between bank...

Persistent link: https://www.econbiz.de/10014024279

Leading indicators of sovereign debt and currency crises : Comparative analysis of 2001 and 2018 shocks in Argentina

Gruszczyński, Marcin; Majczak, Paweł - In: Journal of economics & management 42 (2020) 4, pp. 20-47

Persistent link: https://www.econbiz.de/10012601826

Predicting systemic financial crises with recurrent neural networks

Tölö, Eero - 2019

Persistent link: https://www.econbiz.de/10012114997

A machine learning-based early warning system for systemic banking crises

Wang, Tongyu; Zhao, Shangmei; Zhu, Guangxiang; Zheng, Haitao - In: Applied economics 53 (2021) 26, pp. 2974-2992

Persistent link: https://www.econbiz.de/10012517057

Predicting financial crises with machine learning methods

Liu, Lanbiao; Chen, Chen; Wang, Bo - In: Journal of forecasting 41 (2022) 5, pp. 871-910

Persistent link: https://www.econbiz.de/10013287882

The US dollar/euro exchange rate : structural modeling and forecasting during the recent financial crises

Morana, Claudio - In: Journal of forecasting 36 (2017) 8, pp. 919-935

Persistent link: https://www.econbiz.de/10011860924

An evaluation of early warning models for systemic banking crises : does machine learning improve predictions?

Beutel, Johannes; List, Sophia; Schweinitz, Gregor von - 2019

crises using a sample of advanced economies covering the past 45 years. We compare a benchmark logit approach to several … very high in-sample fit, they are outperformed by the logit approach in recursive out-of-sample evaluations. This result is … crises. Conventional logit models appear to use the available information already fairly effciently, and would for instance …

Persistent link: https://www.econbiz.de/10011956125

Predicting financial crises : a study of Asian economies

Dash, Priyadarshi - In: Global business review 18 (2017) 5, pp. 1262-1277

Persistent link: https://www.econbiz.de/10011778357

Multinomial logit as an early warning model for predicting banking crises

Filippopoulou, Chryssanthi - In: Applied economics letters 31 (2024) 9, pp. 800-806

Persistent link: https://www.econbiz.de/10014557881