Crisis Probability Models is a quantitative modeling framework within financial econometrics that distinguishes itself by estimating the likelihood of currency crises through early warning systems based on macroeconomic indicators and statistical or machine learning techniques.
141
Publications
8.6K
Citations
231
Authors
156
Institutions
Publications per year
2017–2026
30
Parents
Publications
141
Are Currency Crises Predictable? A Test
Andrew Berg, Catherine Pattillo · IMF Staff Papers · 1999 · 436 citations
Social Sciences, Economics, Finance +12
1–5 of 141
Authors
231
- CP
5
h-index
- SB
5
h-index
- ED
5
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- AB
5
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- AD
4
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1–5 of 231
Institutions
156
International Monetary Fund
Washington D.C., United States
16 h-index
26 publications
1.6K citations
Federal Reserve Board of Governors
Washington D.C., United States
10 h-index
17 publications
619 citations
Federal Reserve
Washington D.C., United States
8 h-index
15 publications
522 citations
National Bureau of Economic Research
Cambridge, United States
7 h-index
10 publications
1.2K citations
New York University
New York, United States
5 h-index
5 publications
470 citations
Ifo Institute for Economic Research
Munich, Germany
5 h-index
5 publications
141 citations
University of Groningen
Groningen, The Netherlands
4 h-index
7 publications
372 citations
European Central Bank
Frankfurt am Main, Germany
4 h-index
4 publications
86 citations
1–8 of 156
Venues
- SSRN Electronic Journal
Repository · 29 publications · 1.2K citations
19
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- RePEc: Research Papers in Economics
Repository · 8 publications · 182 citations
8
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- IMF Working Paper
8 publications · 322 citations
8
h-index
- Physica A Statistical Mechanics and its Applications
4 publications · 83 citations
4
h-index
- International Journal of Finance & Economics
IJFE · 3 publications · 77 citations
3
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1–5