A Semiparametric Early Warning Model of Financial Stress Events
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- V. Coudert & J. Idier, 2016. "An Early Warning System for Macro-prudential Policy in France," Working papers 609, Banque de France.
More about this item
KeywordsEconometric and statistical methods; Financial stability;
- G01 - Financial Economics - - General - - - Financial Crises
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-05-24 (All new papers)
- NEP-BAN-2013-05-24 (Banking)
- NEP-CBA-2013-05-24 (Central Banking)
- NEP-FMK-2013-05-24 (Financial Markets)
- NEP-FOR-2013-05-24 (Forecasting)
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