Banking, Debt, and Currency Crises: Early Warning Indicators for Developed Countries
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- Babecký, Jan & Havránek, Tomáš & Matějů, Jakub & Rusnák, Marek & Šmídková, Kateřina & Vašíček, Bořek, 2014. "Banking, debt, and currency crises in developed countries: Stylized facts and early warning indicators," Journal of Financial Stability, Elsevier, vol. 15(C), pages 1-17.
- Šmídková, Kateřina & Babecký, Jan & Havránek, Tomáš & Matĕjů, Jakub & Rusnák, Marek & Vašíček, Bořek, 2012. "Banking, debt and currency crises: early warning indicators for developed countries," Working Paper Series 1485, European Central Bank.
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More about this item
Keywords
Early warning indicators; Bayesian model averaging; macro-prudential policies;All these keywords.
JEL classification:
- 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
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- F47 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Forecasting and Simulation: Models and Applications
- G01 - Financial Economics - - General - - - Financial Crises
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2012-10-06 (Banking)
- NEP-CBA-2012-10-06 (Central Banking)
- NEP-FDG-2012-10-06 (Financial Development and Growth)
- NEP-HIS-2012-10-06 (Business, Economic and Financial History)
- NEP-IFN-2012-10-06 (International Finance)
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