Forecasting Romanian Financial System Stability using a Stochastic Simulation Model
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References listed on IDEAS
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- Maciej Krzak & Grzegorz Poniatowski & Katarzyna Wasik, 2014. "Measuring financial stress and economic sensitivity in CEE countries," CASE Network Reports 0117, CASE-Center for Social and Economic Research.
- Hayet Abbad & Mohamed Achouche & Yamina Tadjeddine, 2015. "Evaluation du système financier Algérien : Construction d’un indice agrégé de stabilité bancaire," EconomiX Working Papers 2015-25, University of Paris Nanterre, EconomiX.
- TRIANDAFIL, Cristina Maria, 2013. "Sustainability of convergence in the context of macro-prudential policies in the European Union," Working Papers of National Institute of Economic Research 130618, National Institute of Economic Research.
More about this item
Keywordsfinancial stability; aggregate financial stability index; forecasting systemic stability; stochastic simulation model;
- C43 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Index Numbers and Aggregation
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- G01 - Financial Economics - - General - - - Financial Crises
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-01-30 (All new papers)
- NEP-BAN-2010-01-30 (Banking)
- NEP-CMP-2010-01-30 (Computational Economics)
- NEP-FOR-2010-01-30 (Forecasting)
- NEP-RMG-2010-01-30 (Risk Management)
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