Egemba Blessing

Predicting Financial Fragility in Nigeria: Does the Filter Method Matter?

Ihejirika, Peters Omeni & Egemba Blessing · Asian Journal of Economics, Business and Accounting · 2022

This study has applied two distinct methods of analysis to evaluate and compare the predictive ability of certain EWIs of financial crisis when gaps are generated using two filter methods – the Hodrick – Prescott and Kalman Filters. First, the receiver operating characteristics c...