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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Bibliographic Details
Main Author: Tihana Skrinjaric
Format: Article
Language:English
Published: Institute of Public Finance 2023-06-01
Series:Public Sector Economics
Subjects:
Online Access: http://pse-journal.hr/upload/files/pse/2023/2/Leading_indicators_of_financial_stress_in_Croatia___a_regime_switching_approach.pdf