Narrow search
Showing 1 - 3 of 3
Cover Image
Macro-financial vulnerabilities and future financial stress: assessing systemic risks and predicting systemic events
Lo Duca, Marco; Peltonen, Tuomas A. - 2011
improves the performance of discrete choice models in forecasting systemic events. Our framework shows a good out …
Persistent link: https://www.econbiz.de/10011605357
Cover Image
Macro-Financial Vulnerabilities and Future Financial Stress : Assessing Systemic Risks and Predicting Systemic Events
Lo Duca, Marco - 2011
improves the performance of discrete choice models in forecasting systemic events. Our framework shows a good out …
Persistent link: https://www.econbiz.de/10013128992
Cover Image
Credit Growth, the Yield Curve and Financial Crisis Prediction : Evidence from a Machine Learning Approach
Bluwstein, Kristina; Buckmann, Marcus; Joseph, Andreas; … - 2021
-of-sample predictions and forecasting. We identify economic drivers of our machine learning models using a novel framework based on Shapley …
Persistent link: https://www.econbiz.de/10013313452