Joy, Mark; Rusnak, Marek; Smidkova, Katerina; Vasicek, Borek - Česká Národní Banka - 2014
We identify a set of "rules of thumb" that characterise economic, financial and structural conditions preceding the onset of banking and currency crises in 36 advanced economies over 1970–2010. We use the Classification and Regression Tree methodology (CART) and its Random Forest (RF)...