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Rating mittels statistischer neuronaler Netze : theoretische Relevanz, Abgrenzung und Anwendungspotential eines neuen Ansatzes zur Prognose von Finanzkrisen

Menck, Kai-Peter - 2001

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Predicting distress in European banks

Betz, Frank; Oprică, Silviu; Peltonen, Tuomo; Sarlin, Peter - In: Journal of banking & finance 45 (2014), pp. 225-241

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Forecasting banks' corporate loan losses under stress : a new corporate default model

Bruneau, Gabriel; Duprey, Thibaut; Hipp, Ruben - 2022 - Last updated: October 3, 2022

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Dealing with financial instability under a DSGE modeling approach with banking intermediation : a forecastability analysis versus TVP-VARs

Bekiros, Stelios; Cardani, Roberta; Paccagnini, Alessia; … - 2015

Persistent link: https://www.econbiz.de/10011372826

Dealing with financial instability under a DSGE modeling approach with banking intermediation : a predictability analysis versus TVP-VARs

Bekiros, Stelios; Cardani, Roberta; Paccagnini, Alessia; … - In: Journal of financial stability 26 (2016), pp. 216-227

Persistent link: https://www.econbiz.de/10011705507

Dealing with financial instability under a DSGE modeling approach with banking intermediation : a predictability analysis versus TVP-VARs

Bekiros, Stelios; Cardani, Roberta; Paccagnini, Alessia; … - 2016

In the dynamic stochastic general equilibrium (DSGE) literature there has been an increasing aware- ness on the role that the banking sector can play in macroeconomic activity. We present a DSGE model with financial intermediation as in Gertler and Karadi (2011). The estimation of shocks and of...

Persistent link: https://www.econbiz.de/10011518833