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Credit Growth, the Yield Curve and Financial Crisis Prediction : Evidence from a Machine Learning Approach
Bluwstein, Kristina - 2020
-of-sample predictions and forecasting. We identify economic drivers of our machine learning models using a novel framework based on Shapley …
Persistent link: https://www.econbiz.de/10012843879
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Credit growth, the yield curve and financial crisis prediction : evidence from a machine learning approach
Bluwstein, Kristina; Buckmann, Marcus; Joseph, Andreas; … - 2021
-of-sample predictions and forecasting. We identify economic drivers of our machine learning models using a novel framework based on Shapley …
Persistent link: https://www.econbiz.de/10012705396
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Credit Growth, the Yield Curve and Financial Crisis Prediction : Evidence from a Machine Learning Approach
Bluwstein, Kristina; Buckmann, Marcus; Joseph, Andreas; … - 2021
-of-sample predictions and forecasting. We identify economic drivers of our machine learning models using a novel framework based on Shapley …
Persistent link: https://www.econbiz.de/10013313452
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Improving market-based forecasts of short-term interest rates : time-varying stationarity and the predictive content of switching regime-expectations
Ahrens, Ralf - 1999
multi-step out-of-sample forecasting competition. It turns out that forecasts are improved substantially when allowing for …
Persistent link: https://www.econbiz.de/10009768272
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Predicting recessions with interest rate spreads : a multicountry regime-switching analysis
Ahrens, Ralf - 1999
forecasting ability of the spread. Klassifikation: …
Persistent link: https://www.econbiz.de/10009768273
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Do local and global factors impact the emerging markets's sovereign yield curves? : evidence from a data-rich environment
Çepni, Oğuzhan; Güney, Ethem; Küçüksaraç, Doruk; … - 2020
Persistent link: https://www.econbiz.de/10012939732
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The role of no-arbitrage restrictions in term structure model in the context of an emerging market
Ullah, Walli - In: Romanian journal of economic forecasting 22 (2019) 4, pp. 44-66
Persistent link: https://www.econbiz.de/10012420581
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Term spread, inflation and economic growth in emerging markets : evidence from Malaysia
Majid, Muhamed Zulkhibri Abdul; Mohamed Shukri Abdul Rani - In: Review of accounting & finance 15 (2016) 3, pp. 372-392
Persistent link: https://www.econbiz.de/10011607987
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Forecasts in Times of Crises
Eicher, Theo - 2018
Financial crises pose unique challenges for forecast accuracy. Using the IMF's Monitoring of Fund Arrangement (MONA) database, we conduct the most comprehensive evaluation of IMF forecasts to date for countries in times of crises. We examine 29 macroeconomic variables in terms of bias,...
Persistent link: https://www.econbiz.de/10012907940
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Predicting Outcomes in Investment Treaty Arbitration
Franck, Susan D. - 2016
Persistent link: https://www.econbiz.de/10013005072