Research Project

Early warning systems for sovereign and banking crises

Department(s)/ Research Infrastructure
Macroeconomics
Project Status
Current Project
Project Duration
since/from 2017 to 2018
Commissioned by
Leibniz Research Alliance Crises in a Globalised World
In Cooperation with
Halle Institute for Economic Research (IWH)

Project Manager
Malte Rieth, Gregor von Schweinitz (IWH)
Project Team/Contacts at DIW Berlin

Description

The aim of the project is to develop early warning systems for banking and sovereign debt crises. On the one hand, the project uses Bayesian model averaging methods. One the other hand, it draws on dynamic factor models.