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Dynamic forecasting of banking crises with a Qual VAR
Plessis, Emile du - In: Journal of applied economics 25 (2022) 1, pp. 477-503
expeditious response times. In out-of-sample forecasting, the Qual VAR outperforms a probit model. Improved forecasting …
Persistent link: https://www.econbiz.de/10014247704
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The determinants of Asian banking crises : application of the panel threshold logit model
Shen, Chung-hua; Hsu, Hsing-Hua - In: International review of finance : the official journal … 22 (2022) 1, pp. 248-277
Persistent link: https://www.econbiz.de/10013162509
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New forecasting methods for an old problem : predicting 147 years of systemic financial crises
Plessis, Emile du; Fritsche, Ulrich - 2022
forecasting solutions. In this context, the paper develops new forecasting methods for an old problem by employing 13 machine …
Persistent link: https://www.econbiz.de/10013362692
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Early warning indicators of banking crisis in Asian countries
Hmili, Raja; Bouraoui, Taoufik - In: Expert journal of finance 3 (2015), pp. 1-8
Persistent link: https://www.econbiz.de/10011572184
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Predicting systemic banking crises using early warning models : the case of Montenegro
Asanović, Željka - In: Journal of central banking theory and practice 6 (2017) 3, pp. 157-182
Persistent link: https://www.econbiz.de/10011774929
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A bayesian signals approach for the detection of crises
Michaēlidēs, Panagiōtēs G.; Tsionas, Efthymios G.; … - In: Journal of quantitative economics 18 (2020) 3, pp. 551-585
Persistent link: https://www.econbiz.de/10012418855
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Indicators of financial crises do work! : An early-warning system for six Asian countries
Lestano, Lestano (contributor); Jacobs, Jan (contributor);  … - 2003
Persistent link: https://www.econbiz.de/10002597336
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Forecast-augmented credit-to-GDP gap as an early warning indicator of banking crises
Geršl, Adam; Mitterling, Thomas - In: Finance a úvěr 71 (2021) 4, pp. 323-351
Persistent link: https://www.econbiz.de/10012803407
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Constructing a composite indicator to assess cyclical systemic risks : an early warning approach
Koponen, Heidi - 2024
The main contribution of this paper is the construction of a cyclical systemic risk indicator from early warning indicators of banking crises (EWIs) used in Finland. Previous research has shown that combining EWIs can enhance their early warning properties. This study evaluates the indicator's...
Persistent link: https://www.econbiz.de/10014526680
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How to evaluate an Early Warning System? : towards a united statistical framework for assessing financial crises forecasting methods
Candelon, Bertrand; Dumitrescu, Elena-Ivona; Hurlin, … - 2010
Persistent link: https://www.econbiz.de/10008656656