Random forest versus logit models: Which offers better early warning of fiscal stress?

Author:

Jarmulska Barbara12ORCID

Affiliation:

1. European Central Bank Frankfurt Germany

2. Warsaw School of Economics Warsaw Poland

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modelling and Simulation

Reference50 articles.

1. Quasi real time early warning indicators for costly asset price boom/bust cycles: A role for global liquidity

2. Identifying excessive credit growth and leverage

3. Apley D. W.(2016).Visualizing the effects of predictor variables in black box supervised learning models.

4. Assessing fiscal stress;Baldacci E.;IMF Working Papers,2011

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