Replication Material for "Credit Growth, the Yield Curve and Financial Crisis Prediction: Evidence from a Machine Learning Approach"

This archive contains the replication material for the research paper "Credit Growth, the Yield Curve and Financial Crisis Prediction: Evidence from a Machine Learning Approach" in the Journal of International Economics. A detailed description of the code and data is provided in readme/readme.pdf Should you have any questions or spot a bug in the code, please send an email to [e-mail].