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Early warning systems for sovereign and banking crises

Completed Project

Department

Macroeconomics

Project Management

Malte Rieth, Gregor von Schweinitz (IWH)

Project Period

January 1, 2017 - June 30, 2019

Commissioned by

Leibniz Research Alliance Crises in a Globalised World

In Cooperation With

Halle Institute for Economic Research (IWH)

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.

DIW Team

Topics: Financial markets

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