Benjamin Neudorfer

Oesterreichische Nationalbank (OeNB)

Otto-Wagner-Platz 3

1090 Vienna

Austria

SCHOLARLY PAPERS

4

DOWNLOADS

587

SSRN CITATIONS

8

CROSSREF CITATIONS

5

Scholarly Papers (4)

1.

Comparing Different Early Warning Systems: Results from a Horse Race Competition Among Members of the Macro-Prudential Research Network

Number of pages: 27 Posted: 18 Feb 2015
European Central Bank (ECB), Bank of Portugal - Department of Economics, Czech National Bank (CNB), De Nederlandsche Bank, European Central Bank (ECB), Banco de Portugal, London School of Economics & Political Science (LSE)Bank of England, European Central Bank (ECB), Bank for International Settlements, Bank of England, Charles University in Prague, University of Glasgow - Department of Economics, Bank of Finland, Charles University in Prague - CERGE-EI, Bank of Portugal, Oesterreichische Nationalbank (OeNB), European Central Bank (ECB), Czech National Bank (CNB), Banco de Portugal, European Central Bank (ECB), Oesterreichische Nationalbank (OeNB), WHU - Otto Beisheim School of Management, Czech National Bank (Deceased), De Nederlandsche Bank, Czech National Bank (CNB) and Charles University in PragueEuropean Stability Mechanism
Downloads 358 (107,132)
Citation 28

Abstract:

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Early warning systems, financial crisis, Bayesian model averaging

What Predicts Financial (In)Stability? A Bayesian Approach

Deutsche Bundesbank Discussion Paper 36/2014
Number of pages: 44 Posted: 15 Jan 2015
Oesterreichische Nationalbank (OeNB), Oesterreichische Nationalbank (OeNB), Oesterreichische Nationalbank (OeNB) and Deutsche Bundesbank
Downloads 65 (434,587)
Citation 2

Abstract:

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Financial crisis, early warning indicators, government policy and regulation, financial

What Predicts Financial (In)Stability? A Bayesian Approach

Number of pages: 40 Posted: 21 Jun 2016
Oesterreichische Nationalbank (OeNB), Oesterreichische Nationalbank (OeNB), Oesterreichische Nationalbank (OeNB) and Deutsche Bundesbank
Downloads 46 (511,646)

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financial crisis, early warning indicators, government policy and regulation, financial stress index

3.

Quantifying Financial Stability in Austria – New Tools for Macroprudential Supervision

Oesterreichische Nationalbank Financial Stability Report, Vol. 26, December 2013
Number of pages: 20 Posted: 29 May 2014
Oesterreichische Nationalbank (OeNB), Oesterreichische Nationalbank (OeNB), Oesterreichische Nationalbank (OeNB) and Deutsche Bundesbank
Downloads 74 (400,223)

Abstract:

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Financial crisis, government policy and regulation

4.

Detecting Financial Stability Vulnerabilities in Due Time: Can Simple Indicators Identify a Complex Issue?

Number of pages: 13 Posted: 22 Aug 2013
Benjamin Neudorfer, Michael Sigmund and Alexander Trachta
Oesterreichische Nationalbank (OeNB), Oesterreichische Nationalbank (OeNB) and Oesterreichische Nationalbank (OeNB)
Downloads 44 (511,111)

Abstract:

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bank performance, financial crisis, stress testing, early warning