A cautious note on the use of panel models to predict financial crises

Panel data framework has often been used to build Early Warning Systems for financial crises. This paper questions the implicit assumption that crises are homogenously caused by identical factors. It suggests a preliminary step aiming at forming optimal country clusters.

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Year of publication:	2008
Authors:	van den Berg, Jeroen ; Candelon, Bertrand ; Urbain, Jean-Pierre
Published in:	Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 101.2008, 1, p. 80-83
Publisher:	Elsevier
Subject:	F37 C33

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005362038