Leading indicators of financial stress in Croatia: a regime switching approach
This research focuses on the prediction of the probability of (re)entering high financial stress (via a large set of cyclical risk accumulation indicators). The focus is placed on a specific single-country analysis to obtain answers to questions about which indicators are best in explaining the futu...
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Format: | Article |
Language: | English |
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Institute of Public Finance
2023-06-01
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Series: | Public Sector Economics |
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Online Access: |
http://pse-journal.hr/upload/files/pse/2023/2/Leading_indicators_of_financial_stress_in_Croatia___a_regime_switching_approach.pdf
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