Links
RunMyCode project
Objective: RunMyCode aims at improving the reproducibility of research in business and economics. It is a free web service allowing scholars and other interested professionals to acces computer codes associated with a scientific publication (articles and working papers). [See more]
Activity: member of the development team 2011-2012
My Companion websites:
Which Are the SIFIs? A Component Expected Shortfall (CES) Approach to Systemic Risk (Journal of Banking and Finance 50, 2015)
How to Evaluate an Early Warning System ? Towards a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods (IMF Economic Review 60 (1), 2012)
Backtesting Value-at-Risk : From Dynamic Quantile to Dynamic Binary Tests (Finance 33 (1), 2012)
Currency Crises Early Warning Systems : Why They Should Be Dynamic (International Journal of Forecasting 30, 2014)
Testing for Granger Non-causality in Heterogeneous Panels (Economic Modelling 29(4), 2012)
Testing Interval Forecasts : a GMM-Based Approach (Journal of Forecasting, 2011)