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This study investigates how well weekly Google search volumes track and predict bank failures in the United States …
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introducing the MIDAS logit model. It is applied to predict U.S. bank failures. The proposed model yields a strongly significant … improvement in classification accuracy both in statistical and economic terms. Some of the largest bank failures previously … objective of this paper is to forecast bank closures costs in the United States. It is found that the primary federal regulators …
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We follow the behavioral equilibrium exchange rate approach by Clark and MacDonald (1998) to derive equilibrium real effective exchange rates and currency misalignments for the US and its 16 major trading partners. We apply cointegration and panel cointegration techniques to derive fully...
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