early warning models of banking crises

Publication date: 29 Apr 2010 | Publication type: NIESR Discussion Paper | Authors: Barrell, R, Davis, P, Liadze, I | External authors: Karim, D. | JEL classification: C52, E58, G21 | NIESR discussion paper number: 354
Policy proposals on the new international standards for bank capital and liquidity are being debated without any methodical evaluation of their effects on both crisis probabilities and concurrent social costs. Using data for 14 OECD economies for the years 1980 Ð 2007, we conduct a systematic...