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Journals / Journal of Business Economics and Finance / 2026 / Volume: 8 Issue: 3

MODELLING AN EARLY WARNING SYSTEM FOR CURRENCY CRISES: A DYNAMIC PANEL PROBIT MODEL

Gulden Poyraz0000-0002-8324-6270
Pages
—
Publication Date
2019-09-30
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Purpose- The probability of currency crisis is attempted to be predicted by analysing the lagged binary crisis variable and some macroeconomic indicators.

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Objective & Hypothesis:Purpose- The probability of currency crisis is attempted to be predicted by analysing the lagged binary crisis variable and some macroeconomic indicators.
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Key Findings & Data:Purpose- The probability of currency crisis is attempted to be predicted by analysing the lagged binary crisis variable and some macroeconomic indicators.
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Conclusion & Impact:Purpose- The probability of currency crisis is attempted to be predicted by analysing the lagged binary crisis variable and some macroeconomic indicators.
🔬Design:Research Article
📍Scope:Comprehensive Sample
⚙️Variables:Currency crises · dynamic panel probit models · early warning systems (EWS)

Abstract

Purpose- The probability of currency crisis is attempted to be predicted by analysing the lagged binary crisis variable and some macroeconomic indicators.

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Cite This Article

Poyraz, G. (2019). MODELLING AN EARLY WARNING SYSTEM FOR CURRENCY CRISES: A DYNAMIC PANEL PROBIT MODEL. Journal of Business Economics and Finance, Volume: 8 Issue: 3. https://doi.org/10.17261/Pressacademia.2019.1125

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