Peter Sarlin - Central Bank Research Hub

Papers by year: All | 2017 | 2016 | 2015 | 2013 | 2011

Title Other author(s)

Optimizing policymakers' loss functions in crisis prediction: before, within or after?

European Central Bank Working papers [View] (Paper: 2025, 23.02.2017)

JEL: C35, C53, G01

Toward robust early-warning models: a horse race, ensembles and model uncertainty

European Central Bank Working papers [View] (Paper: 1900, 02.05.2016)

JEL: C43, E44, F30, G01, G15

Bank networks from text: interrelations, centrality and determinants

European Central Bank Working papers [View] (Paper: 1876, 22.02.2016)

Interconnectedness of the banking sector as a vulnerability to crises

European Central Bank Working papers [View] (Paper: 1866, 16.11.2015)

JEL: F36, G20

Network linkages to predict bank distress

European Central Bank Working papers [View] (Paper: 1828, 13.07.2015)

JEL: D85, G21, G33

Macroprudential oversight, risk communication and visualization

European Central Bank Working papers [View] (Paper: 1768, 23.03.2015)

JEL: F37, F47, G01, G15

Predicting distress in European banks

European Central Bank Working papers [View] (Paper: 1597, 15.10.2013)

On policymakers' loss function and the evaluation of early warning systems, Economics Letters, Vol 119 (1): pp 1-7.,

European Central Bank Working papers [View] (Paper: 1509, 06.02.2013)

Mapping the state of financial stability,

European Central Bank Working papers [View] (Paper: 1382, 22.09.2011)

Papers by year: All | 2017 | 2016 | 2015 | 2013 | 2011