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Credit Booms Gone Bust: Replication of Schularick and Taylor (AER 2012) (repl...
This paper replicates the results in Schularick and Taylor (American Economic Review 2012; 102(2): 1029-1061; ST hereafter). Specifically, I replicate ST's results in the narrow... -
Spotting the Danger Zone: Forecasting Financial Crises With Classification Tr...
This paper introduces classification tree ensembles (CTEs) to the banking crisis forecasting literature. I show that CTEs substantially improve out-of-sample forecasting...
