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Early Warning Indicators of Crisis Incidence: Evidence from a Panel of 40 Developed Countries

Citations

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Cited by:

  1. Geršl, Adam & Lešanovská, Jitka, 2014. "Explaining the Czech interbank market risk premium," Economic Systems, Elsevier, vol. 38(4), pages 536-551.
  2. Hans-Eggert Reimers, 2012. "Early Warning Indicator Model of Financial Developments Using an Ordered Logit," Business and Economic Research, Macrothink Institute, vol. 2(2), pages 171-191, December.
  3. Piergiorgio Alessandri & Pierluigi Bologna & Roberta Fiori & Enrico Sette, 2015. "A note on the implementation of the countercyclical capital buffer in Italy," Questioni di Economia e Finanza (Occasional Papers) 278, Bank of Italy, Economic Research and International Relations Area.
  4. Jan Frait & Zlatuse Komarkova, 2012. "Macroprudential Policy and Its Instruments in a Small EU Economy," Research and Policy Notes 2012/03, Czech National Bank, Research and Statistics Department.
  5. Petr Jakubík & Tomáš Slacík, 2013. "Measuring Financial (In)Stability in Emerging Europe: A New Index-Based Approach," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 25, pages 102-117.
  6. Catullo, Ermanno & Gallegati, Mauro & Palestrini, Antonio, 2015. "Towards a credit network based early warning indicator for crises," Journal of Economic Dynamics and Control, Elsevier, vol. 50(C), pages 78-97.
  7. Mojmír Hampl and Tomáš Havránek, 2017. "Should monetary policy pay attention to house prices? The Czech National Bank’s approach," BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential policy frameworks, implementation and relationships with other policies, volume 94, pages 129-140, Bank for International Settlements.
  8. Ayi Supriyadi, 2015. "External vulnerability indicators: the case of Indonesia," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Indicators to support monetary and financial stability analysis: data sources and statistical methodologies, volume 39, Bank for International Settlements.
  9. Tomas Adam & Sona Benecka, 2013. "Financial Stress Spillover and Financial Linkages between the Euro Area and the Czech Republic," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 63(1), pages 46-64, March.
  10. Andreas Sachs, 2013. "Governance Structures in Europe. WWWforEurope Deliverable No. 2," WIFO Studies, WIFO, number 47023, March.
  11. Yusuf Yıldırım & Anirban Sanyal, 2022. "Evaluating the Effectiveness of Early Warning Indicators: An Application of Receiver Operating Characteristic Curve Approach to Panel Data," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 69(4), pages 557-597, December.
  12. Detken, Carsten & Weeken, Olaf & Alessi, Lucia & Bonfim, Diana & Boucinha, Miguel & Castro, Christian & Frontczak, Sebastian & Giordana, Gaston & Giese, Julia & Wildmann, Nadya & Kakes, Jan & Klaus, B, 2014. "Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options," ESRB Occasional Paper Series 5, European Systemic Risk Board.
  13. Matthieu Bussière, 2013. "In Defense of Early Warning Signals," Working papers 420, Banque de France.
  14. Lainà, Patrizio & Nyholm, Juho & Sarlin, Peter, 2015. "Leading indicators of systemic banking crises: Finland in a panel of EU countries," Review of Financial Economics, Elsevier, vol. 24(C), pages 18-35.
  15. Baker Shnekat & Ghazi Al-Assaf, 2020. "The Impact of Political Stability on the Effectiveness of the Early Warning Systems in Predicting the Financial Crises: The Case of Jordan and Qatar," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 11(4), pages 398-407, July.
  16. Fabio Saracco & Riccardo Di Clemente & Andrea Gabrielli & Tiziano Squartini, 2015. "Detecting early signs of the 2007-2008 crisis in the world trade," Papers 1508.03533, arXiv.org, revised Jul 2016.
  17. Diana Zigraiova & Petr Jakubik, 2014. "Systemic Event Prediction by Early Warning System," Working Papers IES 2014/01, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jan 2014.
  18. Lainà, Patrizio & Nyholm, Juho & Sarlin, Peter, 2015. "Leading indicators of systemic banking crises: Finland in a panel of EU countries," Review of Financial Economics, Elsevier, vol. 24(C), pages 18-35.
  19. Jesús Crespo Cuaresma & Martin Feldkircher, 2012. "Drivers of Output Loss during the 2008–09 Crisis: A Focus on Emerging Europe," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 46-64.
  20. Rakesh Padhan & K. P. Prabheesh, 2019. "Effectiveness of Early Warning Models: A Critical Review and New Agenda for Future Direction," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 22(4), pages 457-484, December.
  21. Petr Jakubik & Tomas Slacik, 2013. "How to Measure Financial (In)Stability in Emerging Europe?," Working Papers IES 2013/13, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2013.
  22. Jeerawadee Pumjaroen, 2025. "Forecasting Economic Cycles with Time Series PLS-SEM: Evaluating Reflective vs. Formative Specification of PCA-Derived Indicators," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 21(2), pages 237-260, December.
  23. Ermanno Catullo & Antonio Palestrini & Ruggero Grilli & Mauro Gallegati, 2018. "Early warning indicators and macro-prudential policies: a credit network agent based model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(1), pages 81-115, April.
  24. Bas van Aarle, 2013. "Surveillance and Control of Fiscal Consolidation on a Supranational Level. WWWforEurope Working Paper No. 46," WIFO Studies, WIFO, number 47021, March.
  25. Lainà, Patrizio & Nyholm, Juho & Sarlin, Peter, 2014. "Leading indicators of systemic banking crises: Finland in a panel of EU countries," Bank of Finland Research Discussion Papers 14/2014, Bank of Finland.
  26. Carsten Detken & Olaf Weeken & Lucia Alessi & Diana Bonfim & Miguel M. Boucinha & Christian Castro & Sebastian Frontczak & Gaston Giordana & Julia Giese & Nadya Jahn & Jan Kakes & Benjamin Klaus & Jan, 2014. "Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options," ESRB Occasional Paper Series 05, European Systemic Risk Board.
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