Nothing Special   »   [go: up one dir, main page]
create a website
Predicting Banking Crises with Artificial Neural Networks: The Role of Nonlinearity and Heterogeneity. (2018). Ristolainen, Kim.
In: Scandinavian Journal of Economics.
RePEc:bla:scandj:v:120:y:2018:i:1:p:31-62.

Full description at Econpapers || Download paper

Cited: 12

Citations received by this document

Cites: 35

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Bank failure prediction models: Review and outlook. (2024). Citterio, Alberto.
    In: Socio-Economic Planning Sciences.
    RePEc:eee:soceps:v:92:y:2024:i:c:s003801212400017x.

    Full description at Econpapers || Download paper

  2. .

    Full description at Econpapers || Download paper

  3. The appropriateness of the macroeconomic imbalance procedure for Central and Eastern European Countries. (2021). Knedlik, Tobias ; Dany-Knedlik, Geraldine ; Kampfe, Martina.
    In: EconStor Open Access Articles and Book Chapters.
    RePEc:zbw:espost:240918.

    Full description at Econpapers || Download paper

  4. The appropriateness of the macroeconomic imbalance procedure for Central and Eastern European Countries. (2021). Knedlik, Tobias ; Dany-Knedlik, Geraldine ; Kampfe, Martina.
    In: Empirica.
    RePEc:kap:empiri:v:48:y:2021:i:1:d:10.1007_s10663-020-09471-9.

    Full description at Econpapers || Download paper

  5. Predicting bankruptcy of local government: A machine learning approach. (2021). Lagravinese, Raffaele ; Resce, Giuliano ; Antulov-Fantulin, Nino.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:183:y:2021:i:c:p:681-699.

    Full description at Econpapers || Download paper

  6. Indicators of Economic Crises: A Data-Driven Clustering Approach. (2020). Araujo, Tanya ; Gobel, Maximilian.
    In: Working Papers REM.
    RePEc:ise:remwps:wp01282020.

    Full description at Econpapers || Download paper

  7. Predicting systemic financial crises with recurrent neural networks. (2020). Tolo, Eero.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:49:y:2020:i:c:s1572308920300243.

    Full description at Econpapers || Download paper

  8. Artificial Intelligence in Asset Management. (2020). Bartram, Söhnke ; Motahari, Mehrshad ; Branke, Jurgen.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14525.

    Full description at Econpapers || Download paper

  9. Predicting systemic financial crises with recurrent neural networks. (2019). Tolo, Eero.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2019_014.

    Full description at Econpapers || Download paper

  10. The appropriateness of the macroeconomic imbalance procedure for Central and Eastern European countries. (2017). Knedlik, Tobias ; Kampfe, Martina.
    In: IWH Discussion Papers.
    RePEc:zbw:iwhdps:162017.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Alessi, L. and Detken, C. (2009), ‘Real Time’ Early Warning Indicators for Costly Asset Price Boom/Bust Cycles: A Role for Global Liquidity, Working Paper Series 1039, European Central Bank.

  2. Berg, A. and Pattillo, C. (1999), Predicting Currency Crises: The Indicators Approach and an Alternative, Journal of International Money and Finance 18, 561–586.

  3. Berge, T. J. and Jorda, O. (2011), Evaluating the Classification of Economic Activity into Recessions and Expansions, American Economic Journal: Macroeconomics 3 (2), 246–277.

  4. Bishop, C. (1995), Neural Network for Pattern Recognition, Oxford University Press, Oxford.
    Paper not yet in RePEc: Add citation now

  5. Caggiano, G., Calice, P., and Leonida, L. (2014), Early Warning Systems and Systemic Banking Crises in Low Income Countries: A Multinomial Logit Approach, Journal of Banking and Finance 47, 258–269.

  6. Caprio, C. and Klingebiel, D. (1996), Bank Insolvencies: Cross‐Country Experience, World Bank Policy Research Working Paper 1620.
    Paper not yet in RePEc: Add citation now
  7. Caprio, G. and Klingebiel, D. (2003), Episodes of Systemic and Borderline Financial Crises, World Bank, Washington DC.
    Paper not yet in RePEc: Add citation now

  8. Davis, E. P. and Karim, D. (2008), Comparing Early Warning Systems for Banking Crises, Journal of Financial Stability 4, 89–120.

  9. Davis, P. E., Karim, D., and Liandze, I. (2011), Should Multivariate Early Warning Systems for Banking Crises Pool Across Regions?, Review of World Economics 147, 693–716.

  10. Demirguc‐Kunt, A. and Detragiache, E. (1998), The Determinants of Banking Crises in Developing and Developed Countries, IMF Staff Papers 45, 81–109.

  11. Demirguc‐Kunt, A. and Detragiache, E. (2005), Cross‐Country Empirical Studies of Systemic Bank Distress: A Survey, National Institute Economic Review 192, 68–83.

  12. Fioramanti, M. (2008), Predicting Sovereign Debt Crises with Artificial Neural Network: A Comparative Approach, Journal of Financial Stability 4, 149–164.

  13. Frank, R. and Schmied, A. (2003), Predicting Currency Crises Contagion from East Asia to Russia and Brazil: An Artificial Neural Network Approach, AMCB Working Paper 2.
    Paper not yet in RePEc: Add citation now

  14. Frydl, E. J. (1999), The Length and Cost of Banking Crises, IMF Working Paper 30.

  15. Garson, G. D. (1991), Interpreting Neural‐Network Connection Weights, AI Expert 6, 46–51.
    Paper not yet in RePEc: Add citation now
  16. Goh, A. (1995), Back‐propagation Neural Networks for Modeling Complex Systems, Artificial Intelligence in Engineering 9, 143–151.
    Paper not yet in RePEc: Add citation now
  17. Green, D. M. and Swets, J. A. (1966), Signal Detection Theory And Psycophysics, Peninsula Publishing, Los Altos, CA.
    Paper not yet in RePEc: Add citation now
  18. Hastie, T., Tibshirani, R., and Friedman, J. (2009), The Elements of Statistical Learning: Data Mining, Inference, and Prediction, Springer, Berlin.
    Paper not yet in RePEc: Add citation now

  19. Hoggarth, G., Reis, R., and Saporta, V. (2002), Costs of Banking System Instability: Some Empirical Evidence, Journal of Banking and Finance 26, 825–855.

  20. Hsieh, F. and Turnbull, B. W. (1996), Nonparametric and Semiparametric Estimation of the Receiver Operating Characteristic Curve, Annals of Statistics 24, 25–40.
    Paper not yet in RePEc: Add citation now

  21. Kaminsky, G. (2006), Currency Crises: Are They All the Same?, Journal of International Money and Finance 25, 503–527.

  22. Kaminsky, G. and Reinhart, C. M. (1999), The Twin Crises: The Causes of Banking and Balance of Payments Problems, American Economic Review 89(3), 473–500.

  23. Kaminsky, G. L. (1998), Currency and Banking Crises: The Early Warnings of Distress. International Finance Discussion Papers 629, Board of Governors of the Federal Reserve System (US).
    Paper not yet in RePEc: Add citation now

  24. Kaminsky, G., Lizondo, S., and Reinhart, C. M. (1998), Leading Indicators of Currency Crises, IMF Staff Papers 45, 1–48.

  25. Khandani, A. E., Kim, A. J., and Lo, A. W. (2010), Consumer Credit‐Risk Models Via Machine‐Learning Algorithms, Journal of Banking and Finance 34, 2767–2787.

  26. Knedlik, T. (2013), The European Commission's Scoreboard of Macroeconomic Imbalances: The Impact of Preferences on an Early Warning System, Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 80028, Verein für Socialpolitik/German Economic Association.

  27. Lo Duca, M. and Peltonen, T. A. (2013), Assessing Systemic Risks and Predicting Systemic Events, Journal of Banking and Finance 37, 2183–2195.
    Paper not yet in RePEc: Add citation now
  28. Lusted, L. B. (1960), Logical Analysis in Roentgen Diagnosis, Radiology 74, 178–193.
    Paper not yet in RePEc: Add citation now

  29. Manasse, P., Roubini, N., and Schimmelpfennig, A. (2003), Predicting Sovereign Debt Crises, IMF Working Paper 221.

  30. Nag, A. and Mitra, A. (1999), Neural Network and Early Warning Indicators of Currency Crisis, Reserve Bank India Occasional Papers 20, 183–222.
    Paper not yet in RePEc: Add citation now

  31. Reinhart, C. M. and Rogoff, K. (2008b), Is the 2007 U.S Subprime Crisis so Different? An International Historical Comparison, American Economic Review 98 (2), 339–344.

  32. Reinhart, C. M. and Rogoff, K. (2009), This Time is Different: Eight Centuries of Financial Folly, Princeton University Press, Princeton, NJ.

  33. Rojas, R. (1996), Neural Networks‐A Systematic Introduction, Springer‐Verlag, Berlin.
    Paper not yet in RePEc: Add citation now
  34. Sarlin, P. (2012), On Biologically Inspired Predictions of the Global Financial Crisis, Neural Computing and Applications 24, 663–673.
    Paper not yet in RePEc: Add citation now

  35. Stein, R. M. (2005), The Relationship Between Default Prediction and Lending Profits: Integrating ROC Analysis and Loan Pricing, Journal of Banking and Finance 29, 1213–1236.

Cocites

Documents in RePEc which have cited the same bibliography

  1. An alternative method for identifying booms and busts in the Euro area housing market. (2015). Lenarčič, Andreja ; Roffia, Barbara ; Gerdesmeier, Dieter.
    In: Applied Economics.
    RePEc:taf:applec:v:47:y:2015:i:5:p:499-518.

    Full description at Econpapers || Download paper

  2. Bank ownership, financial segments and the measurement of systemic risk: An application of CoVaR. (2015). Kouretas, Georgios ; Drakos, Anastassios A.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:40:y:2015:i:c:p:127-140.

    Full description at Econpapers || Download paper

  3. Towards a credit network based early warning indicator for crises. (2015). Palestrini, Antonio ; Gallegati, Mauro ; Catullo, Ermanno.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:50:y:2015:i:c:p:78-97.

    Full description at Econpapers || Download paper

  4. Vztah finanční a cenové stability v podmínkách ČR. (2014). Pfeifer, Luka ; Pikhart, Zdenk .
    In: Politická ekonomie.
    RePEc:prg:jnlpol:v:2014:y:2014:i:1:id:937:p:49-66.

    Full description at Econpapers || Download paper

  5. Financial Instability and Money Velocity - Evidence from the Financial Crisis. (2014). Kapounek, Svatopluk ; Kralova, Jana .
    In: MENDELU Working Papers in Business and Economics.
    RePEc:men:wpaper:44_2014.

    Full description at Econpapers || Download paper

  6. The Global Economy in 2030: Trends and Strategies for Europe. (2014). Gros, Daniel ; Alcidi, Cinzia.
    In: CEPS Papers.
    RePEc:eps:cepswp:9142.

    Full description at Econpapers || Download paper

  7. Model risk of risk models. (2014). Danielsson, Jon ; Zer, Ilknur ; Valenzuela, Marcela ; James, Kevin R..
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:59296.

    Full description at Econpapers || Download paper

  8. The financial cycle and macroeconomics: What have we learnt?. (2014). BORIO, Claudio.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:45:y:2014:i:c:p:182-198.

    Full description at Econpapers || Download paper

  9. Stress-testing macro stress testing: Does it live up to expectations?. (2014). Tsatsaronis, Kostas ; Drehmann, Mathias ; BORIO, Claudio.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:12:y:2014:i:c:p:3-15.

    Full description at Econpapers || Download paper

  10. Globalisation and monetary policy—A FAVAR analysis for the G7 and the eurozone. (2014). Belke, Ansgar ; Rees, Andreas .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:29:y:2014:i:c:p:306-321.

    Full description at Econpapers || Download paper

  11. Financial Imbalance Index as a New Early Warning Indicator: Methods and Applications in the Chinese Economy. (2014). Ma, Yong.
    In: China & World Economy.
    RePEc:bla:chinae:v:22:y:2014:i:6:p:64-86.

    Full description at Econpapers || Download paper

  12. Measuring Financial (In)Stability in Emerging Europe: A New Index-Based Approach. (2013). Jakubík, Petr ; Jakubik, Petr ; Slaik, Toma .
    In: Financial Stability Report.
    RePEc:onb:oenbfs:y:2013:i:25:b:5.

    Full description at Econpapers || Download paper

  13. Money growth and inflation: A regime switching approach. (2013). Fagan, Gabriel ; amisano, gianni.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:33:y:2013:i:c:p:118-145.

    Full description at Econpapers || Download paper

  14. In Defense of Early Warning Signals.. (2013). Bussiere, Matthieu.
    In: Working papers.
    RePEc:bfr:banfra:420.

    Full description at Econpapers || Download paper

  15. Monetary policy, asset prices and consumption in China. (2012). Koivu, Tuuli .
    In: Economic Systems.
    RePEc:eee:ecosys:v:36:y:2012:i:2:p:307-325.

    Full description at Econpapers || Download paper

  16. Early Warning Indicators of Economic Crises. (2012). Vasicek, Borek ; Havranek, Tomas ; Rusnak, Marek ; Smidkova, Katerina ; Babecky, Jan ; Mateju, Jakub .
    In: Occasional Publications - Chapters in Edited Volumes.
    RePEc:cnb:ocpubc:fsr1112/2.

    Full description at Econpapers || Download paper

  17. Characterising the financial cycle: dont lose sight of the medium term!. (2012). Tsatsaronis, Kostas ; Drehmann, Mathias ; BORIO, Claudio.
    In: BIS Working Papers.
    RePEc:bis:biswps:380.

    Full description at Econpapers || Download paper

  18. Macro-Prudential Policy and the Conduct of Monetary Policy.. (2012). Mojon, Benoit ; CLERC, Laurent ; Beau, D..
    In: Working papers.
    RePEc:bfr:banfra:390.

    Full description at Econpapers || Download paper

  19. Financial Stability in Brazil. (2012). Pereira da Silva, Luiz Awazu ; Gaglianone, Wagner ; Sales, Adriana Soares ; Luiz A. Pereira da Silva, .
    In: Working Papers Series.
    RePEc:bcb:wpaper:289.

    Full description at Econpapers || Download paper

  20. Lessons for monetary policy: What should the consensus be?. (2011). Issing, Otmar.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:201113.

    Full description at Econpapers || Download paper

  21. A Review and Bibliography of Early Warning Models. (2011). Yücel, Mustafa.
    In: MPRA Paper.
    RePEc:pra:mprapa:32893.

    Full description at Econpapers || Download paper

  22. Bubbles, Banks, and Financial Stability. (2011). Nikolov, Kalin ; aoki, kosuke.
    In: IMES Discussion Paper Series.
    RePEc:ime:imedps:11-e-24.

    Full description at Econpapers || Download paper

  23. Anchoring Countercyclical Capital Buffers: The role of Credit Aggregates. (2011). Tsatsaronis, Kostas ; Drehmann, Mathias ; BORIO, Claudio.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2011:q:4:a:8.

    Full description at Econpapers || Download paper

  24. Lessons for monetary policy: what should the consensus be?. (2011). Issing, Otmar.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:81.

    Full description at Econpapers || Download paper

  25. Early Warning Indicators of Crisis Incidence: Evidence from a Panel of 40 Developed Countries. (2011). Vašíček, Bořek ; Smidkova, Katerina ; Rusnák, Marek ; Matějů, Jakub ; Havranek, Tomas ; Babecký, Jan ; Vaieek, Booek ; Rusnak, Marek ; Matiju, Jakub .
    In: Working Papers IES.
    RePEc:fau:wpaper:wp2011_36.

    Full description at Econpapers || Download paper

  26. The Classification and Identification of Asset Price Bubbles. (2011). Kubicová, Ivana ; Komarek, Lubos ; Kubicova, Ivana.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:61:y:2011:i:1:p:34-48.

    Full description at Econpapers || Download paper

  27. Exploring the Steady-State Relationship Between Credit and GDP for a Small Open Economy–The Case Of Ireland. (2011). Stuart, Rebecca ; McQuinn, Kieran ; Kelly, Robert.
    In: The Economic and Social Review.
    RePEc:eso:journl:v:42:y:2011:i:4:p:455-477.

    Full description at Econpapers || Download paper

  28. Housing, consumption and monetary policy: How different are the US and the euro area?. (2011). Stracca, Livio ; Neri, Stefano ; Musso, Alberto.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:11:p:3019-3041.

    Full description at Econpapers || Download paper

  29. Mapping the state of financial stability. (2011). Sarlin, Peter ; Peltonen, Tuomas A..
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20111382.

    Full description at Econpapers || Download paper

  30. In-Sample and Out-of-Sample Prediction of Stock Market Bubbles: Cross-Sectional Evidence. (2011). Kholodilin, Konstantin ; Herwartz, Helmut.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1173.

    Full description at Econpapers || Download paper

  31. Financial Stability, Systemic Risk and Macroprudential Policy. (2011). Frait, Jan ; Komarkova, Zlatuse.
    In: Occasional Publications - Chapters in Edited Volumes.
    RePEc:cnb:ocpubc:fsr1011/1.

    Full description at Econpapers || Download paper

  32. Anchoring countercyclical capital buffers: the role of credit aggregates. (2011). Tsatsaronis, Kostas ; Drehmann, Mathias ; BORIO, Claudio.
    In: BIS Working Papers.
    RePEc:bis:biswps:355.

    Full description at Econpapers || Download paper

  33. Global credit and domestic credit booms. (2011). McGuire, Patrick ; McCauley, Robert ; BORIO, Claudio.
    In: BIS Quarterly Review.
    RePEc:bis:bisqtr:1109f.

    Full description at Econpapers || Download paper

  34. Global liquidity - concept, measurement and policy implications. (2011). Bank for International Settlements, .
    In: CGFS Papers.
    RePEc:bis:biscgf:45.

    Full description at Econpapers || Download paper

  35. Macrofinancial vulnerabilities and future financial stress: assessing systemic risks and predicting systemic events. (2011). lo Duca, Marco ; Peltonen, Tuomas.
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:60-11.

    Full description at Econpapers || Download paper

  36. Housing, consumption and monetary policy: how different are the U.S. and the euro area?. (2011). Stracca, Livio ; Neri, Stefano ; Musso, Alberto.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_807_11.

    Full description at Econpapers || Download paper

  37. Central banks and macroprudential policy. Some reflections from the Spanish experience. (2011). Vega, Juan ; Trucharte, Carlos ; Alberola, Enrique.
    In: Occasional Papers.
    RePEc:bde:opaper:1105.

    Full description at Econpapers || Download paper

  38. Early Warning Indicators for Asset Price Booms. (2011). Reimers, Hans-Eggert ; Roffia, Barbara ; Gerdesmeier, Dieter.
    In: Review of Economics & Finance.
    RePEc:bap:journl:110301.

    Full description at Econpapers || Download paper

  39. Rediscovering the Macroeconomic Roots of Financial Stability Policy: Journey, Challenges, and a Way Forward. (2011). BORIO, Claudio.
    In: Annual Review of Financial Economics.
    RePEc:anr:refeco:v:3:y:2011:p:87-117.

    Full description at Econpapers || Download paper

  40. Heterogeneity in money holdings across euro area countries: The role of housing. (2010). Wolff, Guntram ; Van den Noord, Paul ; Setzer, Ralph.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:201004.

    Full description at Econpapers || Download paper

  41. Asset Prices, Inflation and Monetary Control - Re-inventing Money as a Policy Tool. (2010). Spahn, Peter.
    In: Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim.
    RePEc:hoh:hohdip:323.

    Full description at Econpapers || Download paper

  42. Signals from housing and lending booms. (2010). Ca' Zorzi, Michele ; Bunda, Irina ; Ca' Zorzi, Michele, ; Ca'Zorzi, Michele, .
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:11:y:2010:i:1:p:1-20.

    Full description at Econpapers || Download paper

  43. Housing, consumption and monetary policy: how different are the US and the euro area?. (2010). Stracca, Livio ; Neri, Stefano ; Musso, Alberto.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20101161.

    Full description at Econpapers || Download paper

  44. Monetary Policy and Risk Taking. (2010). Angeloni, Ignazio.
    In: Working Papers.
    RePEc:bre:wpaper:380.

    Full description at Econpapers || Download paper

  45. Containing systemic risk. (2009). Whelan, Karl.
    In: Working Papers.
    RePEc:ucn:wpaper:200927.

    Full description at Econpapers || Download paper

  46. Financial market failures and public policies. (2009). Gonzalez-Paramo, Jose Manuel.
    In: Hacienda Pública Española.
    RePEc:hpe:journl:y:2009:v:190:i:3:p:127-156.

    Full description at Econpapers || Download paper

  47. Signals from housing and lending booms. (2009). Ca' Zorzi, Michele ; Bunda, Irina.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20091094.

    Full description at Econpapers || Download paper

  48. Asset price misalignments and the role of money and credit. (2009). Roffia, Barbara ; Reimers, Hans-Eggert ; Gerdesmeier, Dieter.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20091068.

    Full description at Econpapers || Download paper

  49. A New Two-Pillar Strategy for the ECB. (2009). Gros, Daniel ; De Grauwe, Paul ; DeGrauwe, Paul.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2818.

    Full description at Econpapers || Download paper

  50. Assessing the risk of banking crises - revisited. (2009). Drehmann, Mathias ; BORIO, Claudio.
    In: BIS Quarterly Review.
    RePEc:bis:bisqtr:0903e.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-03-06 13:09:28 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.