Indicators of Economic Crises: A Data-Driven Clustering Approach
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More about this item
Keywords
Early-Warning Models; Crisis Prediction; Macroeconomic Dynamics; Network Analysis; Community Structure; Great Recession; Clustering Algorithm;All these keywords.
JEL classification:
- C38 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Classification Methdos; Cluster Analysis; Principal Components; Factor Analysis
- G01 - Financial Economics - - General - - - Financial Crises
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CMP-2020-06-22 (Computational Economics)
- NEP-NET-2020-06-22 (Network Economics)
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