New forecasting methods for an old problem: Predicting 147years of systemic financial crises

This paper develops new forecasting methods for an old and ongoing problem by employing 13 machine learning algorithms to study 147 years of systemic financial crises across 17 countries. Findings suggest that fixed capital formation is the most important variable. GDP per capita and consumer inflat...

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Veröffentlicht in:	Journal of forecasting 2025-01, Vol.44 (1), p.3-40
Hauptverfasser:	Emile du Plessis, Fritsche, Ulrich
Format:	Artikel
Sprache:	eng
Schlagworte:	20th century Accuracy Algorithms Capital formation Economic crisis Forecasting Forests GDP Gross Domestic Product Inflation Linear analysis Machine learning Nonlinear analysis Securities markets
Online-Zugang:	Volltext
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