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Optimal design of early warning systems for sovereign debt crises

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  • Fuertes, Ana-Maria
  • Kalotychou, Elena

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File URL: http://www.sciencedirect.com/science/article/B6V92-4M9H3F5-1/2/8b647c990b809f3f17a8f09efac27fca
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Bibliographic Info

Article provided by Elsevier in its journal International Journal of Forecasting.

Volume (Year): 23 (2007)
Issue (Month): 1 ()
Pages: 85-100

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Handle: RePEc:eee:intfor:v:23:y:2007:i:1:p:85-100

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Web page: http://www.elsevier.com/locate/ijforecast

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References

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  1. Reinhart, Carmen & Kaminsky, Graciela, 1999. "The twin crises: The causes of banking and balance of payments problems," MPRA Paper 14081, University Library of Munich, Germany.
  2. Fratzscher, Marcel & Matthieu Bussiere, 2003. "Towards A New Early Warning System of Financial Crises," Royal Economic Society Annual Conference 2003 81, Royal Economic Society.
  3. Lee, Suk Hun, 1993. "Are the credit ratings assigned by bankers based on the willingness of LDC borrowers to repay?," Journal of Development Economics, Elsevier, vol. 40(2), pages 349-359, April.
  4. Clemen, Robert T. & Murphy, Allan H. & Winkler, Robert L., 1995. "Screening probability forecasts: contrasts between choosing and combining," International Journal of Forecasting, Elsevier, vol. 11(1), pages 133-145, March.
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Cited by:
  1. Candelon Bertrand & Dumitrescu Elena-Ivona & Hurlin Christophe, 2010. "How to evaluate an Early Warning System? Towards a United Statistical Framework for Assessing Financial Crises Forecasting Methods," Research Memorandum 046, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  2. Paolo Manasse & Roberto Savona & Marika Vezzoli, 2013. "Rules of Thumb for Banking Crises in Emerging Markets," Working Papers 481, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  3. Roberto Savona & Marika Vezzoli, 2012. "Fitting and Forecasting Sovereign Defaults Using Multiple Risk Signals," Working Papers 2012_26, Department of Economics, University of Venice "Ca' Foscari".

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