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Forecasting Fiscal Crises in Emerging Markets and Low-income Countries with Machine Learning Models
Language: en
Pages: 0
Authors: Raffaele De Marchi
Categories:
Type: BOOK - Published: 2023 - Publisher:

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Predicting Fiscal Crises: A Machine Learning Approach
Language: en
Pages: 66
Authors: Klaus-Peter Hellwig
Categories: Business & Economics
Type: BOOK - Published: 2021-05-27 - Publisher: International Monetary Fund

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In this paper I assess the ability of econometric and machine learning techniques to predict fiscal crises out of sample. I show that the econometric approaches
Forecasting Fiscal Crises in Emerging Markets and Low-income Countries with Machine Learnign Models
Language: en
Pages: 0
Authors: Raffaele De Marchi
Categories:
Type: BOOK - Published: 2023 - Publisher:

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Predicting Fiscal Crises
Language: en
Pages: 42
Authors: Ms.Svetlana Cerovic
Categories: Business & Economics
Type: BOOK - Published: 2018-08-03 - Publisher: International Monetary Fund

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This paper identifies leading indicators of fiscal crises based on a large sample of countries at different stages of development over 1970-2015. Our results ar
Surrogate Data Models: Interpreting Large-scale Machine Learning Crisis Prediction Models
Language: en
Pages: 31
Authors: Mr. Jorge A Chan-Lau
Categories: Business & Economics
Type: BOOK - Published: 2023-02-24 - Publisher: International Monetary Fund

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Machine learning models are becoming increasingly important in the prediction of economic crises. The models, however, use datasets comprising a large number of