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RePEcRisk, Credit & Banking

Credit Growth, Yield Curve, and Crisis Prediction with Machine Learning

The research uses machine learning to create early warning models for financial crises, with credit growth and yield curve slope being key predictors.

Featured in No. 32 on 9 Jan 2024 ·

Released
12 Apr 2023
First featured
No. 32 · 9 Jan 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
25
Identifier
RePEc:eee:inecon:v:145:y:2023:i:c:s0022199623000594

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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