Predicting Fiscal Crises : A Machine Learning Approach /
In this paper I assess the ability of econometric and machine learning techniques to predict fiscal crises out of sample. I show that the econometric approaches used in many policy applications cannot outperform a simple heuristic rule of thumb. Machine learning techniques (elastic net, random fores...
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| Format: | Tidsskrift |
| Sprog: | English |
| Udgivet: |
Washington, D.C. :
International Monetary Fund,
2021.
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| Serier: | IMF Working Papers; Working Paper ;
No. 2021/150 |
| Fag: | |
| Online adgang: | Full text available on IMF |