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Memorandum on monetary unions: The neglected empirical evidence threatening the European Monetary Union

Author

Listed:
  • Edoardo Beretta

    (Centro di studi bancari - Villa Negroni, Research Laboratory of Monetary Economics, Vezia, Switzerland and Political Economic and Monetary Department, Università della Svizzera italiana (USI), Lugano, Switzerland)

Abstract

En este artículo se aborda la forma de construir un clasificador eficiente a través de redes bayesianas utilizadas en la minería de datos y cuya finalidad es conseguir más precisión que otros modelos empleados en los problemas de credit scoring. El enfoque bayesiano, basado en modelos de probabilidad, emplea la teoría de la decisión para el análisis del riesgo eligiendo en cada situación que se presenta la acción que maximiza la utilidad esperada. Usando una muestra de datos bancarios reales se concluye la superior capacidad predictiva de estos modelos respecto a los resultados obtenidos por otros métodos estadísticos paramétricos y no paramétricos.

Suggested Citation

  • Edoardo Beretta, 2014. "Memorandum on monetary unions: The neglected empirical evidence threatening the European Monetary Union," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, vol. 37(104), pages 87-101, Agosto.
    • Handle: RePEc:cud:journl:v:37:y:2014:i:104:p:87-101
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    More about this item

    Keywords

    Exchange rate regimes. Monetary union. International macroeconomics;

    JEL classification:

    • E42 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Monetary Sytsems; Standards; Regimes; Government and the Monetary System
    • E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
    • E61 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Policy Objectives; Policy Designs and Consistency; Policy Coordination
    • E63 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Comparative or Joint Analysis of Fiscal and Monetary Policy; Stabilization; Treasury Policy

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