How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods

Author:

Candelon Bertrand,Dumitrescu Elena-Ivona,Hurlin Christophe

Publisher

Springer Science and Business Media LLC

Subject

General Economics, Econometrics and Finance,General Business, Management and Accounting

Reference50 articles.

1. Abiad, Abdul, 2003, “Early Warning Systems: A Survey and a Regime Switching Approach,” IMF Working Paper.

2. Arias, Guillaume, and Ulf G. Erlandsson, 2005, “Improving Early Warning Systems with Markov Switching Model,” C.E.F.I. Working Paper, 0502.

3. Bai, Jushan, and Serena, Ng, 2001, “A New Look at Panel Testing of Stationarity and the PPP Hypothesis,” Boston College Working Papers in Economics 518 (Boston College Department of Economics).

4. Barrios, Salvador, Per Iversen, Magdalena Lewandowska, and Ralph Setzer, 2009, “Determinants of Intra-Euro Area Government Bond Spreads During the Financial Crisis,” Economic Papers 388.

5. Basel Committee on Banking Supervision, 2005, “Studies on the Validation of Internal Rating Systems,” Working Paper no. 14 (Bank for International Settlements).

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