Essays about: "multivariate logit model"

Found 5 essays containing the words multivariate logit model.

1. 1. Predictors of financial crises-do we see the same pattern in Sweden?-do we see the same pattern in Sweden?

   University essay from Linköpings universitet/Nationalekonomi

   Author : Fredrik Hedin; Jonathan Johansson; [2017]
   Keywords : Financial crisis; Logit; Practical forecast; Early warning system; ROC-Curve;

   Abstract : This paper aims to find macroeconomic and financial variables with ability to predict financial crises. A dataset covering 17 developed countries over the period 1870-2013 have been investigated using a logit model. We found commonly used macroeconomic variables such as terms of trade and consumption to be strong predictors within our sample. READ MORE

3. 2. Economic integration and ties to origin as determinants of migrant remittances among Senegalese immigrants in Spain: a longitudinal approach

   University essay from Stockholms universitet/Sociologiska institutionen

   Author : José Ignacio Carrasco; [2015]
   Keywords : Migration; Remittances; Transnational; Longitudinal; Senegal; Spain;

   Abstract : Background: The increased amount and diversification of migration flows to Europe are shaping new contexts forthe study of determinants of remittance-sending. Senegalese migration in Spain is one important case,because has increased its presence among other groups in the country and has different characteristics(e.g. READ MORE

4. 3. Inequality as a Cause of Systemic Banking Crises ̶ Some New Theory and Evidence

   University essay from Lunds universitet/Ekonomisk-historiska institutionen

   Author : Trygve Larsen Morset; [2013]
   Keywords : Banking Crises; Inequality; Asset Bubbles; Financial Crisis; Social Sciences; Business and Economics;

   Abstract : The thesis argues that systemic banking crises and inequality go hand in hand, with inequality in front. Through showing how factors commonly found to influence banking crises, such as household and business debt levels, asset prices, default ratios, and credit growth (all important in Minsky-type bubbles) theoretically can be attributed to decreasing relative wages of households, and/or concentration of wealth among "hoarders" it sheds light on a potentially strong link between inequality and banking crises. READ MORE

5. 4. Beyond the typical twin crises: an examination of banking and sovereign debt crises

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Jakob Nordmark; Michelle Wihlborg; [2012]
   Keywords : Banking crises; debt crises; twin crises; multivariate logit model; Business and Economics;

   Abstract : This paper examines potential determinants of banking and sovereign debt crises for the period 1970-2008 using a multivariate logit model. In addition, the paper analyzes links between these types of crises through conditional and unconditional probabilities. READ MORE

6. 5. Reassessing the Use of Aggregate Prudential Ratios to Identify Banking System Problems

   University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Author : James Armstrong; Florian Hemmerlein; [2012]
   Keywords : Financial Soundness Indicators; Macroprudential Analysis; Banking Crises; Financial Fragility;

   Abstract : Building on an early warning baseline model, this paper analyzes the application of macroprudential banking ratios for an economy's five largest financial institutions, constructed from balance-sheet data, on the probability of systemic banking crises occurring relative to the sector-wide aggregates that are commonly used by the International Monetary Fund (IMF) and other authorities. The investigation is motivated by the observation that the distribution of bank assets is highly asymmetric in advanced economies, the fact that an economy's largest banks are often implicated in systemic banking crises, as well as theory and empirical evidence demonstrating the large impact of shocks originating at large banks. READ MORE