Systemic event prediction by an aggregate early warning system: An application to the Czech Republic
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Mpho Bosupeng, 2018. "Leading Indicators and Financial Crisis: A Multi-Sectoral Approach Using Signal Extraction," Journal of Empirical Studies, Conscientia Beam, vol. 5(1), pages 20-44.
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More about this item
KeywordsSystemic risk; Financial stress; Financial crisis; Early warning indicators; Bayesian model averaging; Early warning system;
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- F47 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Forecasting and Simulation: Models and Applications
- G01 - Financial Economics - - General - - - Financial Crises
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