A cautious Note on the Use of Panel Models to Predict Financial Crises

J.J.F. van den Berg; B. Candelon; J.R.Y.J. Urbain

doi:10.1016/j.econlet.2008.06.015

A cautious Note on the Use of Panel Models to Predict Financial Crises

J.J.F. van den Berg
, B. Candelon^*
, J.R.Y.J. Urbain

^*Corresponding author for this work

Research output: Contribution to journal › Article › Academic › peer-review

Abstract

Panel data framework has often been used to build early warning systems for financial crises. This paper questions the implicit assumption that crises are homogenously caused by identical factors. It suggests a preliminary step aiming at forming optimal country clusters.

Original language	English
Pages (from-to)	80-83
Journal	Economics Letters
Volume	101
Issue number	1
DOIs	https://doi.org/10.1016/j.econlet.2008.06.015
Publication status	Published - 1 Jan 2008

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title = "A cautious Note on the Use of Panel Models to Predict Financial Crises",

abstract = "Panel data framework has often been used to build early warning systems for financial crises. This paper questions the implicit assumption that crises are homogenously caused by identical factors. It suggests a preliminary step aiming at forming optimal country clusters.",

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JO - Economics Letters

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A cautious Note on the Use of Panel Models to Predict Financial Crises

Abstract

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