How to Evaluate an Early Warning System? Towards a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods - Archive ouverte HAL
Journal Articles IMF Staff Papers Year : 2012

How to Evaluate an Early Warning System? Towards a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods

Bertrand Candelon
  • Function : Author
Elena Ivona Dumitrescu
  • Function : Author
  • PersonId : 991192
EconomiX
Christophe Hurlin

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Forthcoming

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Economics and Finance

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https://hal.parisnanterre.fr/hal-01385900

Submitted on : Saturday, October 22, 2016-3:12:00 PM

Last modification on : Tuesday, August 29, 2023-2:26:06 PM

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hal-01385900 , version 1 (22-10-2016)

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  • HAL Id : hal-01385900 , version 1

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Bertrand Candelon, Elena Ivona Dumitrescu, Christophe Hurlin. How to Evaluate an Early Warning System? Towards a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods. IMF Staff Papers, 2012, 60, pp.75 - 113. ⟨hal-01385900⟩

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