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Macroeconomic Imbalances as Indicators for Debt Crises in Europe

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Cited by:

  1. Makram El-Shagi & Gregor Von Schweinitz, 2016. "Qual Var Revisited: Good Forecast, Bad Story," Journal of Applied Economics, Taylor & Francis Journals, vol. 19(2), pages 293-321, November.
  2. Peter Wierts & Henk van Kerkhoff & Jakob de Haan, 2012. "Trade Dynamics in the Euro Area: The role of export destination and composition," DNB Working Papers 354, Netherlands Central Bank, Research Department.
  3. Dany-Knedlik, Geraldine & Kämpfe, Martina & Knedlik, Tobias, 2021. "The appropriateness of the macroeconomic imbalance procedure for Central and Eastern European Countries," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 48(1), pages 123-139.
  4. El-Shagi, Makram & Kelly, Logan, 2019. "What can we learn from country-level liquidity in the EMU?," Journal of Financial Stability, Elsevier, vol. 42(C), pages 75-83.
  5. Allado, Armin Paul & Lim, Lance Nicklaus & Tulauan, Nerie Angeli & Abreu, Marvin Kyle & Agabin, Patricia Louise & Regio, Joaquin Charles, 2022. "Construction of an Index Tracker for Debt Sustainability Assessment in the Philippines," ADBI Working Papers 1339, Asian Development Bank Institute.
  6. Knedlik, Tobias, 2012. "The European Commission’s Scoreboard of Macroeconomic Imbalances – The Impact of Preferences on an Early Warning System," IWH Discussion Papers 10/2012, Halle Institute for Economic Research (IWH).
  7. Wenting Zhang & Shigeyuki Hamori, 2020. "Do Machine Learning Techniques and Dynamic Methods Help Forecast US Natural Gas Crises?," Energies, MDPI, vol. 13(9), pages 1-22, May.
  8. Projektgruppe Gemeinschaftsdiagnose, 2014. "Gemeinschaftsdiagnose Frühjahr 2014: Deutsche Konjunktur im Aufschwung – aber Gegenwind von der Wirtschaftspolitik," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 67(08), pages 03-64, April.
  9. Knedlik, Tobias, 2014. "The impact of preferences on early warning systems — The case of the European Commission's Scoreboard," European Journal of Political Economy, Elsevier, vol. 34(C), pages 157-166.
  10. Sarlin, Peter & von Schweinitz, Gregor, 2021. "Optimizing Policymakers’ Loss Functions In Crisis Prediction: Before, Within Or After?," Macroeconomic Dynamics, Cambridge University Press, vol. 25(1), pages 100-123, January.
  11. Stefan Eichler, 2017. "How Do Political Factors Shape the Bank Risk–Sovereign Risk Nexus in Emerging Markets?," Review of Development Economics, Wiley Blackwell, vol. 21(3), pages 451-474, August.
  12. Sarlin, Peter & Holopainen, Markus, 2016. "Toward robust early-warning models: a horse race, ensembles and model uncertainty," Working Paper Series 1900, European Central Bank.
  13. Popescu, Alexandra & Turcu, Camelia, 2017. "Sovereign debt and systemic risk in the eurozone," Economic Modelling, Elsevier, vol. 67(C), pages 275-284.
  14. El-Shagi, M. & Knedlik, T. & von Schweinitz, G., 2013. "Predicting financial crises: The (statistical) significance of the signals approach," Journal of International Money and Finance, Elsevier, vol. 35(C), pages 76-103.
  15. Dermot Hodson, 2013. "The Eurozone in 2012: ‘Whatever It Takes to Preserve the Euro'?," Journal of Common Market Studies, Wiley Blackwell, vol. 51, pages 183-200, September.
  16. Creel, Jérôme & Hubert, Paul & Saraceno, Francesco, 2012. "The European Fiscal Compact: A Counterfactual Assessment," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 27, pages 537-563.
  17. Beutel, Johannes & List, Sophia & von Schweinitz, Gregor, 2019. "Does machine learning help us predict banking crises?," Journal of Financial Stability, Elsevier, vol. 45(C).
  18. von Schweinitz, Gregor & Sarlin, Peter, 2015. "Signaling Crises: How to Get Good Out-of-Sample Performance Out of the Early Warning System," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112964, Verein für Socialpolitik / German Economic Association.
  19. Markus Holopainen & Peter Sarlin, 2015. "Toward robust early-warning models: A horse race, ensembles and model uncertainty," Papers 1501.04682, arXiv.org, revised Apr 2016.
  20. Barbara Jarmulska, 2022. "Random forest versus logit models: Which offers better early warning of fiscal stress?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(3), pages 455-490, April.
  21. Claudia M. Buch & Oliver Holtemöller, 2014. "Do we need new modelling approaches in macroeconomics?," Chapters, in: Ewald Nowotny & Doris Ritzberger-Grünwald & Peter Backé (ed.), Financial Cycles and the Real Economy, chapter 3, pages 36-58, Edward Elgar Publishing.
  22. Beutel, Johannes & List, Sophia & von Schweinitz, Gregor, 2018. "An evaluation of early warning models for systemic banking crises: Does machine learning improve predictions?," Discussion Papers 48/2018, Deutsche Bundesbank.
  23. Makram El-shagi & Logan J Kelly, 2014. "Liquidity in the liquidity crisis: evidence from Divisia monetary aggregates in Germany and the European crisis countries," Economics Bulletin, AccessEcon, vol. 34(1), pages 63-72.
  24. Boysen-Hogrefe, Jens & Gern, Klaus-Jürgen & Groll, Dominik & Jannsen, Nils & Kooths, Stefan & Plödt, Martin & van Roye, Björn & Scheide, Joachim & Schwarzmüller, Tim, 2015. "Das europäische Verfahren zur Vermeidung und Korrektur makroökonomischer Ungleichgewichte: Auswertung der bisherigen Erfahrung und mögliche Reformansätze," Kieler Beiträge zur Wirtschaftspolitik 7, Kiel Institute for the World Economy (IfW Kiel).
  25. Christian Dreger & Konstantin A. Kholodilin, 2018. "Early Warning System of Government Debt Crises," Discussion Papers of DIW Berlin 1724, DIW Berlin, German Institute for Economic Research.
  26. Makram El-Shagi & Axel Lindner & Gregor von Schweinitz, 2016. "Real Effective Exchange Rate Misalignment in the Euro Area: A Counterfactual Analysis," Review of International Economics, Wiley Blackwell, vol. 24(1), pages 37-66, February.
  27. Catarina Lourenço Soares & Adelaide Maria de Sousa Figueiredo & Fernanda Otília de Sousa Figueiredo, 2014. "Analysis of Public, Private and Financial Sectors in European Countries Through the Statis Methodology," FEP Working Papers 541, Universidade do Porto, Faculdade de Economia do Porto.
  28. Luigi Bonatti & Andrea Fracasso, 2013. "The German Model and the European Crisis," Journal of Common Market Studies, Wiley Blackwell, vol. 51(6), pages 1023-1039, November.
  29. Luiza APOSTOL, 2014. "A Set of Ten Relevant Statistical Indicators of Romania’s External Debt Today," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 62(1), pages 67-78, January.
  30. Lanbiao Liu & Chen Chen & Bo Wang, 2022. "Predicting financial crises with machine learning methods," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(5), pages 871-910, August.
  31. Magnus Saß, 2024. "Detecting excessive credit growth: An approach based on structural counterfactuals," Berlin School of Economics Discussion Papers 0046, Berlin School of Economics.
  32. Panayotis Michaelides & Mike Tsionas & Panos Xidonas, 2020. "A Bayesian Signals Approach for the Detection of Crises," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 18(3), pages 551-585, September.
  33. Projektgruppe Gemeinschaftsdiagnose, 2012. "Deutsche Konjunktur im Aufwind – Europäische Schuldenkrise schwelt weiter," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 65(08), pages 03-72, April.
  34. Rho, Caterina & Saenz, Manrique, 2021. "Financial stress and the probability of sovereign default," Journal of International Money and Finance, Elsevier, vol. 110(C).
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