Babeckij, Jan; Havránek, Tomáš; Matějů, Jakub; … - 2011
overcome several pitfalls of the previous contributions. We use a quarterly panel of 40 EU and OECD countries for the period … literature and our own considerations. For each potential indicator we determine the optimal lead employing panel vector … important domestic source of risk. -- Early warning indicators ; Bayesian model averaging ; panel VAR ; dynamic panel ; macro …