Credit growth, the yield curve and financial crisis prediction : evidence from a machine learning approach
Kristina Bluwstein, Marcus Buckmann, Andreas Joseph, Sujit Kapadia, Özgür Şimşek
| Year of publication: |
2023
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|---|---|
| Authors: | Bluwstein, Kristina ; Buckmann, Marcus ; Joseph, Andreas ; Kapadia, Sujit ; Şimşek, Özgür |
| Published in: |
Journal of international economics. - Amsterdam [u.a.] : Elsevier, ISSN 0022-1996, ZDB-ID 120143-8. - Vol. 145.2023, p. 1-37
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| Subject: | Credit growth | Financial crises | Financial stability | Machine learning | Out-of-sample prediction | Shapley values | Yield curve | Finanzkrise | Financial crisis | Prognoseverfahren | Forecasting model | Zinsstruktur | Künstliche Intelligenz | Artificial intelligence | Kredit | Credit |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jinteco.2023.103773 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014480111