Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network
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More about this item
Keywords
Early warning systems; financial crisis; Bayesian model averaging;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2015-02-28 (Central Banking)
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