The data and programs replicate tables and figures from "Measuring the probability of a financial crisis" by Engle and Ruan. Please see the README file for additional details.
We provide the Stata do and data files for the empirical analysis in Eberhardt and Presbitero, Commodity Prices and Banking Crises, Journal of International Economics (forthcoming). This includes a da
Results for different basic classifiers (mean±SD) by using varied numbers of supplementary training data, trained and tested in 10-fold cross-validation on the plant dataset.
