Banking, debt and currency crises: early warning indicators for developed countries

Katerina Smidkova, Jan Babecký, Tomas Havranek, Jakub Matějů, Marek Rusnák and Bořek Vašíček ()

No 1485, Working Paper Series from European Central Bank

Abstract: We construct and explore a new quarterly dataset covering crisis episodes in 40 developed countries over 1970 JEL Classification: C33, E44, E58, F47, G01

Keywords: Bayesian model averaging; early warning indicators; Macro-Prudential Policies (search for similar items in EconPapers)
Date: 2012-10
New Economics Papers: this item is included in nep-ban, nep-cba, nep-fdg, nep-ifn and nep-mon
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Citations: View citations in EconPapers (84)

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Related works:
Journal Article: Banking, debt, and currency crises in developed countries: Stylized facts and early warning indicators (2014)
Working Paper: Banking, Debt, and Currency Crises: Early Warning Indicators for Developed Countries (2012)
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Persistent link: https://EconPapers.repec.org/RePEc:ecb:ecbwps:20121485

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