Replication Material for "Credit Growth, the Yield Curve and Financial Crisis Prediction: Evidence from a Machine Learning Approach"

Published: 17 May 2023| Version 2 | DOI: 10.17632/xs5kp2v4tr.2
Contributors:
, Marcus Buckmann,
,
,

Description

This archive contains the replication material for the research paper "Credit Growth, the Yield Curve and Financial Crisis Prediction: Evidence from a Machine Learning Approach" in the Journal of International Economics. A detailed description of the code and data is provided in readme/readme.pdf Should you have any questions or spot a bug in the code, please send an email to marcus.buckmann@bankofengland.co.uk.

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Categories

Financial Crisis, Machine Learning

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