Evaluating the Effectiveness of Early Warning Indicators: An Application of Receiver Operating Characteristic Curve Approach to Panel Data
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- Yildirim, Yusuf & Sanyal, Anirban, 2022. "Evaluating the Effectiveness of Early Warning Indicators: An Application of Receiver Operating Characteristic Curve Approach to Panel Data," MPRA Paper 112079, University Library of Munich, Germany.
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More about this item
Keywords
EWIs; ROC; area under the curve; shrinkage;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- C40 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - General
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2022-04-25 (Central Banking)
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