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Dergiler / 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
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Yayın Tarihi
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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Amaç & Hipotez: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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Temel Bulgular & Veri: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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Sonuç & Katkı:Purpose- The probability of currency crisis is attempted to be predicted by analysing the lagged binary crisis variable and some macroeconomic indicators.
🔬Tür:Research Article
📍Kapsam:Genişletilmiş Akademik Örneklem
⚙️Değişkenler: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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Bu Makaleye Atıf Yap

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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Kaynakça (18)

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  2. Berg, A., & Pattillo, C. (1999). Predicting currency crises: The indicators approach and an alternative. Journal of International Money and Finance, 8, 561-586.
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  13. Kaminsky, G. L., & Reinhart, C. M. (1999). The twin crises: The causes of banking and balance-of-payments problems. The American Economic Review, 89(3), 473-500.
  14. Kumar, M., & Moorthy, U., & Perraudin, W. (2003). Predicting emerging market currency crashes. Journal of Empirical Finance, 427- 454.
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  16. Rabe-Hesketh, S., & Skrondal, A. (2013). Avoiding biased versions of wooldridge’s simple solution to the initial conditions problem. Economics Letters, 120(2), 346-349.
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