English Abstract: The purpose of this study is to choose acceptable panel data for crisis prediction. According to …

English Abstract: This paper provides a mortgage loan prediction method and density forecasts. To this end, we develop … of the parameters, models, and prediction variables are incorporated in the predictive density simulation. The first … learning stage is the variable selection. Among a number of potential prediction variables we choose the prediction variables …

, this paper adopts the Nogueira's (2010) PCA-based prediction method which allows to use analyst's views and to handle the …

appears to be useful for the prediction of the financial crisis both in the parametric and non-parametric approach. This study …