Predicting Systemic Banking Crises Using Early Warning Models: The Case of Montenegro

Online veröffentlicht: 23. Sept. 2017

Seitenbereich: 157 - 182

Eingereicht: 02. März 2017

Akzeptiert: 30. Mai 2017

DOI: https://doi.org/10.1515/jcbtp-2017-0025

Schlüsselwörter

early warning models, systemic banking crises, Montenegrin banking system, signal approach, composite index, logit model, Bayesian model averaging, synthesis of signal and logit approach, credit expansion, economic cycle

© Central Bank of Montenegro

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.