Macro-financial vulnerabilities and economic downturns : a comparison analysis between cost-sensitive learning and markov-switching approaches
Joint Authors
BinBuzayyan, Muhammad
jinnas, Mustafa
Djennas, Maryam
Source
Economic Research Forum : Working Paper Series
Issue
Vol. 2012, Issue 680-744 (31 Dec. 2012), pp.1-19, 19 p.
Publisher
Economic Research Forum for the Arab Countries Iran and Turkey
Publication Date
2012-12-31
Country of Publication
Egypt
No. of Pages
19
Main Subjects
Topics
Abstract AR
تبحث هذه الورقة في أثار الضعف المالي الكلي على الانعكاسات الاقتصادية في شمال إفريقيا و دول مجلس التعاون الخليجي على أساس مؤشر الضغوط المالية.(FSI) و تحدد الورقة حلقات من الاضطرابات المالية وفقا لقيم FSI ، و تقترح إطارا تحليليا لتقييم تأثير الضغوط المالية على الانعكاسات الاقتصادية باستخدام نهجين : شبكة التعلم من حيث التكلفة و نموذج ماركوف لتباديل الوقت المتفاوتة.
تخلص الورقة إلى أنه يمكن التعرف على حلقات الضغوط المالية بوضوح من خلال الطريقتين بشكل تعاوني و ليس تنافس.
Abstract EN
This paper examines the effects of macro-financial vulnerabilities on economic downturns in North Africa and GCC countries based on a Financial Stress Index (FSI).
The paper identifies episodes of financial turmoil according to FSI values, and proposes an analytical framework to assess the impact of financial stress on economic downturns by using two approaches : a Cost-sensitive learning neural network and a Markov-switching time-varying model.
It concludes that episodes of financial stress can be identified clearly by the two methods in a cooperative but not competitive way.
American Psychological Association (APA)
Djennas, Maryam& BinBuzayyan, Muhammad& jinnas, Mustafa. 2012. Macro-financial vulnerabilities and economic downturns : a comparison analysis between cost-sensitive learning and markov-switching approaches. Economic Research Forum : Working Paper Series،Vol. 2012, no. 680-744, pp.1-19.
https://search.emarefa.net/detail/BIM-312636
Modern Language Association (MLA)
Djennas, Maryam…[et al.]. Macro-financial vulnerabilities and economic downturns : a comparison analysis between cost-sensitive learning and markov-switching approaches. Economic Research Forum : Working Paper Series No. 680-744 (2012), pp.1-19.
https://search.emarefa.net/detail/BIM-312636
American Medical Association (AMA)
Djennas, Maryam& BinBuzayyan, Muhammad& jinnas, Mustafa. Macro-financial vulnerabilities and economic downturns : a comparison analysis between cost-sensitive learning and markov-switching approaches. Economic Research Forum : Working Paper Series. 2012. Vol. 2012, no. 680-744, pp.1-19.
https://search.emarefa.net/detail/BIM-312636
Data Type
Journal Articles
Language
English
Notes
Includes appendices : p. 15-19
Record ID
BIM-312636