README.md

BLS_19_Does Machine Learning Help Us Predict Banking Crises

Codes for Beutel, List and von Schweinitz (JFS, 2019)

################################# This folder contains all R codes from "Does Machine Learning Help Us Predict Banking Crises?" Johannes Beutel, Sophia List and Gregor von Schweinitz

The data are partially proprietory at the Deutsche Bundesbank and cannot be shared

################################# Please cite as Beutel, J., List, S., & von Schweinitz, G. (2019). Does machine learning help us predict banking crises?. Journal of Financial Stability, 45, 100693.

In case of questions and errors, please write an email to gregorvon.schweinitz@iwh-halle.de

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Code for running all estimations

main.R: sources different versions of script_master_XXX.R, one for every type of analysis.

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Code for your own analysis

Adapt one of the script_master_XXX.R files and the options therein

The file calls (in general) - these files may need adaptation as well.

- script_prep_XXX.R

- script_estimate_XXX.R

- script_tables.R