Early warning models for systemic banking crises: can political indicators improve prediction?
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More about this item
Keywords
early warning systems; systemic banking crises; vulnerability; political indicators; macro-financial indicators;All these keywords.
JEL classification:
- C35 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E60 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - General
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
- G01 - Financial Economics - - General - - - Financial Crises
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2022-07-25 (Banking)
- NEP-CBA-2022-07-25 (Central Banking)
- NEP-FDG-2022-07-25 (Financial Development & Growth)
- NEP-POL-2022-07-25 (Positive Political Economics)
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