Title:

Forecasting Banking Crises with Dynamic Panel Probit Models

Authors:

António Antunes (Bank of Portugal, U Nova)
Diana Bonfim (Bank of Portugal, U Nova)
Nuno Monteiro (Bank of Portugal)
Paulo M. M. Rodrigues (Bank of Portugal, U Nova)

Journal:

International Journal Of Forecasting

Year:

2018

Volume:

34

Number:

2

Pages:

249-275

JEL codes:

E44 - Financial Markets and the Macroeconomy
E4 - Money and Interest Rates