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improves the performance of discrete choice models in forecasting systemic events. Our framework shows a good out …
Persistent link: https://www.econbiz.de/10013128992
policymaker's preferences, and the forecasting horizons …
Persistent link: https://www.econbiz.de/10013120562
This paper introduces the ratio of debt to cash flow (D/CF) of nations and their economic sectors to macroprudential analysis, particularly as an indicator of systemic risk and vulnerabilities. While leverage is oftentimes linked to the vulnerability of a nation, the stock of total debt and the...
Persistent link: https://www.econbiz.de/10013025493