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Autocorrelation-Corrected Standard Errors in Panel Probits: An Application to Currency Crisis Prediction. (2004). Berg, Andrew ; Coke, Rebecca N.
In: IMF Working Papers.
RePEc:imf:imfwpa:2004/039.

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  1. Early warning of systemic risk in stock market based on EEMD-LSTM. (2024). Ran, Meng ; Chen, Yuhang ; Tang, Zhenpeng ; Wang, Zhiqi.
    In: PLOS ONE.
    RePEc:plo:pone00:0300741.

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  2. On business cycle forecasting. (2020). Lai, Huiwen.
    In: Frontiers of Business Research in China.
    RePEc:spr:fobric:v:14:y:2020:i:1:d:10.1186_s11782-020-00085-3.

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  3. A macroeconomic vulnerability model for the euro area. (2019). Sondermann, David ; Zorell, Nico.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20192306.

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  4. Forecasting banking crises with dynamic panel probit models. (2016). Rodrigues, Paulo ; Bonfim, Diana ; Antunes, António ; Monteiro, Nuno.
    In: Working Papers.
    RePEc:ptu:wpaper:w201613.

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  5. Identifying early warning indicators for real estate-related banking crises. (2015). Pirovano, Mara ; Cornacchia, Wanda ; Ferrari, Stijn.
    In: ESRB Occasional Paper Series.
    RePEc:srk:srkops:201508.

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  6. Macroeconomic Instability and Its Impact on Gross Domestic Product: An Empirical Analysis of Pakistan. (2015). Ali, Amjad ; Ur, Hafeez.
    In: MPRA Paper.
    RePEc:pra:mprapa:82496.

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  7. Macroeconomic Instability and Its Impact on Gross Domestic Product: An Empirical Analysis of Pakistan. (2015). Ali, Amjad ; Ur, Hafeez.
    In: MPRA Paper.
    RePEc:pra:mprapa:71037.

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  8. Network-based Measures as Leading Indicators of Market Instability: The case of the Spanish Stock. (2015). Peralta, Gustavo.
    In: CNMV Working Papers.
    RePEc:cnv:wpaper:dt_59en.

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  9. Currency Crisis Early Warning Systems: Why They should be Dynamic. (2014). Hurlin, Christophe ; Candelon, Bertrand ; Dumitnescu, Elena .
    In: Working Papers.
    RePEc:ipg:wpaper:2014-161.

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  10. Economic value, competition and financial distress in the European banking system. (2012). Fiordelisi, Franco ; cipollini, andrea.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:11:p:3101-3109.

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  11. Early Warning Indicators for Asset Price Booms. (2011). Reimers, Hans-Eggert ; Gerdesmeier, Dieter ; Roffia, Barbara.
    In: Review of Economics & Finance.
    RePEc:bap:journl:110301.

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  12. Currency crises early warning systems: why they should be dynamic. (2010). Dumitrescu, Elena Ivona ; Hurlin, Christophe ; Candelon, Bertrand ; Elena-Ivona, Dumitrescu .
    In: Research Memorandum.
    RePEc:unm:umamet:2010047.

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  13. How to evaluate an early warning system? Towards a united statistical framework for assessing financial crises forecasting methods. (2010). Dumitrescu, Elena Ivona ; Hurlin, Christophe ; Candelon, Bertrand ; Elena-Ivona, Dumitrescu .
    In: Research Memorandum.
    RePEc:unm:umamet:2010046.

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  14. A study on KLR financial crisis early-warning model. (2010). Gao, YU ; Shi, Jianping.
    In: Frontiers of Economics in China.
    RePEc:spr:frecch:v:5:y:2010:i:2:p:254-275.

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  15. A Study on KLR Financial Crisis Early-Warning Model. (2010). Gao, YU ; Shi, Jianping.
    In: Frontiers of Economics in China-Selected Publications from Chinese Universities.
    RePEc:fec:journl:v:5:y:2010:i:2:p:254-275.

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  16. Asset Price Misalignments and the Role of Money and Credit. (2010). Roffia, Barbara ; Reimers, Hans-Eggert ; Gerdesmeier, Dieter.
    In: International Finance.
    RePEc:bla:intfin:v:13:y:2010:i:3:p:377-407.

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  17. Asset price misalignments and the role of money and credit. (2009). Roffia, Barbara ; Reimers, Hans-Eggert ; Gerdesmeier, Dieter.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20091068.

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  18. Does currency crisis identification matter?. (2008). DeVicerte, S. ; Caso, C..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:18:y:2008:i:5:p:387-395.

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  19. A cautious note on the use of panel models to predict financial crises. (2008). Candelon, Bertrand ; van den Berg, Jeroen .
    In: Economics Letters.
    RePEc:eee:ecolet:v:101:y:2008:i:1:p:80-83.

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  20. Non-Linear Properties of Currency Crises in Emerging Markets. (2005). Hall, Stephen ; Becker, Bettina.
    In: Money Macro and Finance (MMF) Research Group Conference 2005.
    RePEc:mmf:mmfc05:13.

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  21. THE METHOD OF SIMULATED MAXIMUM LIKELIHOOD FOR THE ESTIMATON OF DYNAMIC ORDERED PROBIT: AN APPLICATION TO COUNTRY-RISK FOR NON-DEVELOPED COUNTRIES. (2005). GONZALEZ SANCHEZ, MARIANO ; Minguez, R..
    In: International Journal of Applied Econometrics and Quantitative Studies.
    RePEc:eaa:ijaeqs:v:2:y2005:i:3_3.

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  22. A Study of Country-Risk for Non-Developed Countries in 1980-2000.. (2005). GONZALEZ SANCHEZ, MARIANO ; Minguez, R..
    In: Applied Econometrics and International Development.
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References

References cited by this document

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  23. Sy, Amadou, 2003, Rating the Ratings Agencies: Anticipating Currency Crises or Debt Crises, Working Paper No. 03/122 (Washington: International Monetary Fund).

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