Credit growth, the yield curve and financial crisis prediction : evidence from a machine learning approach
Kristina Bluwstein, Marcus Buckmann, Andreas Joseph, Miao Kang, Sujit Kapadia and Özgür Şimşek
| Year of publication: |
January 2020
|
|---|---|
| Authors: | Bluwstein, Kristina ; Buckmann, Marcus ; Joseph, Andreas ; Kang, Miao ; Kapadia, Sujit ; Şimşek, Özgür |
| Publisher: |
London : Bank of England |
| Subject: | Machine learning | financial crisis | financial stability | credit growth | yield curve | Shapley values | out‑of‑sample prediction | Finanzkrise | Financial crisis | Prognoseverfahren | Forecasting model | Zinsstruktur | Yield curve | Künstliche Intelligenz | Artificial intelligence |
freely available
| Extent: | 1 Online-Ressource (circa 65 Seiten) Illustrationen |
|---|---|
| Series: | Staff working papers / Bank of England. - London : [Verlag nicht ermittelbar], ZDB-ID 2833500-4. - Vol. no. 848 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012202963