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Peter Sarlin

Personal Details

First Name:Peter
Middle Name:
Last Name:Sarlin
RePEc Short-ID:psa1123


(95%) Institutionen för Nationalekonomi
Hanken Svenska Handelshögskolan

Helsinki, Finland
RePEc:edi:inshhfi (more details at EDIRC)

(5%) RiskLab Finland

Helsinki, Finland
RePEc:edi:risklfi (more details at EDIRC)

Research output

Jump to: Working papers Articles

Working papers

  1. Samuel Ronnqvist & Peter Sarlin, 2015. "Detect & Describe: Deep learning of bank stress in the news," Papers 1507.07870,
  2. Sarlin, Peter & Laina, Patrizio & Nyholm, Juho, 2015. "Leading indicators of systemic banking crises: Finland in a panel of EU countries," Working Paper Series 1758, European Central Bank.
  3. John Dooley & Dieter Gramlich & Mikhail V. Oet & Stephen J. Ong & Peter Sarlin, 2015. "Evaluating the Information Value for Measures of Systemic Conditions," Working Papers (Old Series) 1513, Federal Reserve Bank of Cleveland.
  4. Markus Holopainen & Peter Sarlin, 2015. "Toward robust early-warning models: A horse race, ensembles and model uncertainty," Papers 1501.04682,, revised Apr 2016.
  5. Sarlin, Peter & Ramsay, Bruce A., 2015. "Ending over-lending: assessing systemic risk with debt to cash flow," Working Paper Series 1769, European Central Bank.
  6. Peter Sarlin, 2014. "Macroprudential oversight, risk communication and visualization," Papers 1404.4550,, revised Jun 2014.
  7. Samuel Ronnqvist & Peter Sarlin, 2014. "Bank Networks from Text: Interrelations, Centrality and Determinants," Papers 1406.7752,, revised Jul 2015.
  8. Jozsef Mezei & Peter Sarlin, 2014. "Aggregation operators for the measurement of systemic risk," Papers 1412.5452,, revised Dec 2014.
  9. Samuel Ronnqvist & Peter Sarlin, 2013. "From Text to Bank Interrelation Maps," Papers 1306.3856,
  10. Betz, Frank & Oprica, Silviu & Peltonen, Tuomas A. & Sarlin, Peter, 2013. "Predicting distress in European banks," Working Paper Series 1597, European Central Bank.
  11. Sarlin, Peter, 2013. "On policymakers' loss function and the evaluation of early warning systems," Working Paper Series 1509, European Central Bank.
  12. Peter Sarlin & Henrik J. Nyman, 2013. "The process of macroprudential oversight in Europe," Papers 1312.7545,, revised Sep 2014.
  13. Peltonen, Tuomas A. & Sarlin, Peter, 2011. "Mapping the state of financial stability," Working Paper Series 1382, European Central Bank.


  1. Lainà, Patrizio & Nyholm, Juho & Sarlin, Peter, 2015. "Leading indicators of systemic banking crises: Finland in a panel of EU countries," Review of Financial Economics, Elsevier, vol. 24(C), pages 18-35.
  2. Peter Sarlin & Shahrokh Nikou & József Mezei & Harry Bouwman, 2015. "Visual conjoint analysis (VCA): a topology of preferences in multi-attribute decision making," Quality & Quantity: International Journal of Methodology, Springer, vol. 49(1), pages 385-405, January.
  3. Betz, Frank & Oprică, Silviu & Peltonen, Tuomas A. & Sarlin, Peter, 2014. "Predicting distress in European banks," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 225-241.
  4. Sarlin, Peter, 2013. "On policymakers’ loss functions and the evaluation of early warning systems," Economics Letters, Elsevier, vol. 119(1), pages 1-7.
  5. Sarlin, Peter & Peltonen, Tuomas A., 2013. "Mapping the state of financial stability," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 46-76.
  6. Peter Sarlin & Zhiyuan Yao & Tomas Eklund, 2012. "A Framework For State Transitions On The Self‐Organizing Map: Some Temporal Financial Applications," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 19(3), pages 189-203, July.
  7. Peter Sarlin, 2011. "Evaluating a Self-Organizing Map for Clustering and Visualizing Optimum Currency Area Criteria," Economics Bulletin, AccessEcon, vol. 31(2), pages 1483-1495.
  8. Peter Sarlin, 2011. "Clustering the changing nature of currency crises in emerging markets: an exploration with self-organising maps," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 2(1), pages 24-46.

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 12 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (7) 2011-10-01 2013-06-24 2013-11-16 2014-04-29 2015-06-05 2015-06-05 2015-08-01. Author is listed
  2. NEP-CBA: Central Banking (6) 2011-10-01 2013-08-23 2013-11-16 2014-04-29 2015-06-05 2015-06-05. Author is listed
  3. NEP-RMG: Risk Management (4) 2011-10-01 2015-01-09 2015-06-05 2015-08-01
  4. NEP-FOR: Forecasting (3) 2011-10-01 2013-11-16 2015-08-25
  5. NEP-CMP: Computational Economics (2) 2011-10-01 2015-08-01
  6. NEP-MAC: Macroeconomics (2) 2015-06-05 2015-08-25
  7. NEP-EEC: European Economics (1) 2013-11-16
  8. NEP-FMK: Financial Markets (1) 2015-08-01
  9. NEP-NET: Network Economics (1) 2014-07-05


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