Early warning or too late? : a (pseudo-)real-time identification of leading indicators of financial stress
Year of publication: |
2022
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Authors: | Duprey, Thibaut ; Klaus, Benjamin |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 138.2022, p. 1-20
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Subject: | Country-level index of financial stress | Financial cycle turning point | Macro-financial leading indicators | Time-varying transition probability Markov switching model | Wirtschaftsindikator | Economic indicator | Finanzkrise | Financial crisis | Markov-Kette | Markov chain | Frühwarnsystem | Early warning system | Prognoseverfahren | Forecasting model | Konjunktur | Business cycle | Finanzmarkt | Financial market | Frühindikator | Leading indicator |
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