Banking Crisis Early Warning Model based on a Bayesian Model Averaging Approach
Taha Zaghdoudi ()
Acta Universitatis Danubius. OEconomica, 2016, issue 12(4), 275-288
The succession of banking crises in which most have resulted in huge economic and financial losses, prompted several authors to study their determinants. These authors constructed early warning models to prevent their occurring. It is in this same vein as our study takes its inspiration. In particular, we have developed a warning model of banking crises based on a Bayesian approach. The results of this approach have allowed us to identify the involvement of the decline in bank profitability, deterioration of the competitiveness of the traditional intermediation, banking concentration and higher real interest rates in triggering bank crisis.
Keywords: banking crisis; early warning model; bayesian model averaging (search for similar items in EconPapers)
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Persistent link: https://EconPapers.repec.org/RePEc:dug:actaec:y:2016:i:4:p:275-288
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