Similar Search Results

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

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

Mapping the State of Financial Stability

Sarlin, Peter - 2011

policymaker's preferences, and the forecasting horizons …

Persistent link: https://www.econbiz.de/10013120562

Predicting Distress in European Banks

Betz, Frank - 2013

The paper develops an early-warning model for predicting vulnerabilities leading to distress in European banks using both bank and country-level data. As outright bank failures have been rare in Europe, the paper introduces a novel dataset that complements bankruptcies and defaults with state...

Persistent link: https://www.econbiz.de/10013074637

Fiscal forecasting: lessons from the literature and challenges

Leal, Teresa; Pérez, Javier J.; Tujula, Mika; Vidal, … - 2007

While fiscal forecasting and monitoring has its roots in the accountability of governments for the use of public funds … discusses the main issues and challenges in the field of fiscal forecasting from a practitioner’s perspective and places them in …

Persistent link: https://www.econbiz.de/10011604889

Should quarterly government finance statistics be used for fiscal surveillane in Europe?

Pedregal, Diego J.; Pérez, Javier J. - 2008

content and its potential use for fiscal forecasting and monitoring purposes. The models are estimated with annual and …

Persistent link: https://www.econbiz.de/10011604983