Indicators of Economic Crises : A Data-Driven Clustering Approach

The determination of reliable early-warning indicators of economic crises is a hot topic in economic sciences. Pinning down recurring patterns or combinations of macroeconomic indicators is indispensable for adequate policy adjustments to prevent a looming crisis. We investigate the ability of sever...

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Bibliographic Details
Main Author: Göbel, Maximilian (author)
Other Authors: Araújo, Tanya (author)
Format: workingPaper
Language:eng
Published: 2020
Subjects:
Early-Warning Models
Crisis Prediction
Macroeconomic Dynamics
Network Analysis
Community Structure
Great Recession
Clustering Algorithm
Online Access:http://hdl.handle.net/10400.5/20106
Country:Portugal
Oai:oai:www.repository.utl.pt:10400.5/20106

Internet

http://hdl.handle.net/10400.5/20106

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