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View article: Monitoring Privately-Held Firms' Default Risk in Real Time: A Signal-Knowledge Transfer Learning Model
Monitoring Privately-Held Firms' Default Risk in Real Time: A Signal-Knowledge Transfer Learning Model Open
View article: Surrogate Data Models: Interpreting Large-scale Machine Learning Crisis Prediction Models
Surrogate Data Models: Interpreting Large-scale Machine Learning Crisis Prediction Models Open
Machine learning models are becoming increasingly important in the prediction of economic crises. The models, however, use datasets comprising a large number of predictors (features) which impairs model interpretability and their ability t…
View article: Understanding and Predicting Systemic Corporate Distress: A Machine-Learning Approach
Understanding and Predicting Systemic Corporate Distress: A Machine-Learning Approach Open
In this paper, we study systemic non-financial corporate sector distress using firm -level probabilities of default (PD), covering 55 economies, and spanning the last three decades.Systemic corporate distress is identified by elevated PDs …
View article: Fluctuations in Economic Uncertainty and Transmission of Monetary Policy Shocks: Evidence Using Daily Surveys from Brazil
Fluctuations in Economic Uncertainty and Transmission of Monetary Policy Shocks: Evidence Using Daily Surveys from Brazil Open
View article: Do <i>Any</i> Economists Have Superior Forecasting Skills?
Do <i>Any</i> Economists Have Superior Forecasting Skills? Open