“Wavelet-Based” Early Warning Signals of Financial Stress: An Application to I

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【全文链接或数据库名称(选填)】“Wavelet-Based” Early Warning Signals of Financial Stress: An Application to IMF's AE-FSIM Gallegati, M Gallegati, JB Ramsey… - Dynamic Modeling, …, 2016 - Springer
Abstract In this paper we construct a “wavelet-based” early warning indicator for the IMF
financial stress index for advanced economies (FSI-AE) developed in Cardarelli et
al.(Financial stress, downturns, and recoveries. IMF Working Papers 09/100, International

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