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Answering the Queen: Machine Learning and Financial Crises

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NBER2021-01-01 更新2025-01-04 收录
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Financial crises cause economic, social and political havoc. Macroprudential policies are gaining traction but are still severely under-researched compared to monetary and fiscal policy. We use the general framework of sequential predictions, also called online machine learning, to forecast crises

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2021-01-01
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