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...
| Prif Awdur: | |
|---|---|
| Fformat: | Cylchgrawn |
| Iaith: | English |
| Cyhoeddwyd: |
Washington, D.C. :
International Monetary Fund,
2021.
|
| Cyfres: | IMF Working Papers; Working Paper ;
No. 2021/150 |
| Pynciau: | |
| Mynediad Ar-lein: | Full text available on IMF |