A cautious note on the use of panel models to predict financial crises

C-Tier
Journal: Economics Letters
Year: 2008
Volume: 101
Issue: 1
Pages: 80-83

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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.

Technical Details

RePEc Handle
repec:eee:ecolet:v:101:y:2008:i:1:p:80-83
Journal Field
General
Author Count
3
Added to Database
2026-01-25