A machine learning-based early warning system for systemic banking crises

Econometricians construct panel logit-based early warning systems (EWSs) as the primary predictive tool to prevent incoming systemic banking crises. Considering the actual scenario of systemic banking crises, we argue that changes in economic indicators under the crisis may impact the information ex...

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Veröffentlicht in:	Applied economics 2021-06, Vol.53 (26), p.2974-2992
Hauptverfasser:	Wang, Tongyu, Zhao, Shangmei, Zhu, Guangxiang, Zheng, Haitao
Format:	Artikel
Sprache:	eng
Schlagworte:	Banking Crises early warning system Economic analysis Economic crisis Economic indicators Economic theory Emergency communications systems Experts Extraction global forecast Machine learning machine learning classifier Property Systemic banking crises Voting
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