New forecasting methods for an old problem: Predicting 147 years of systemic financial crises
Sign Up to like & getrecommendations! Published in 2024 at "Journal of Forecasting"
DOI: 10.1002/for.3184
Abstract: 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… read more here.
Keywords: methods old; new forecasting; years systemic; forecasting methods ... See more keywords