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Indicateurs d'alerte et crises de change. Analyse comparée des économies d'Europe centrale et orientale (1990-1997) et d'Amérique latine et d'Asie de l'Est (1971-1997)

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  • Sophie Mametz
  • Vincent Dropsy
  • André Cartapanis

Abstract

[fre] Indicateurs d'alerte et crises de change Analyse comparée des économies d'Europe centrale et orientale ( 1990-1997) et d'Amérique latine et d'Asie de l'Est (1971-1997). . Cet article a pour objet d'évaluer la fiabilité d'un ensemble d'indicateurs de vulnérabilité à une crise de change en s'appuyant sur l'expérience des pays émergents d'Amérique latine et d'Asie entre 1970 et 1997, et des pays d'Europe centrale et orientale (1990-1998). On s'intéresse plus particulièrement à la Russie et à la République tchèque dont la politique d'ancrage nominal du taux de change a dû être abandonnée, en mai 1997, face à la perte de confiance des investisseurs internationaux. [eng] Leading indicators and currency crisis in central europe, latin america and East Asia countries. . The objective of this paper is to estimate the significance of various economic indicators of vulnerability to a currency crisis in a model based on the experience of Latin America and East Asia, and of eastern countries over the last two decades. The leading indicators models are then applied to the Czech Republic and Russia to infer whether their respective currency crises in 1997 and 1998 are related to financial fragility or strong macroeconomic imbalances.

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Bibliographic Info

Article provided by Presses de Sciences-Po in its journal Revue économique.

Volume (Year): n° 50 (1999)
Issue (Month): 6 ()
Pages: 1237-1254

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Handle: RePEc:cai:recosp:reco_p1999_50n6_1237

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References

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  1. Graciela L. Kaminsky & Carmen M. Reinhart, 1996. "The twin crises: the causes of banking and balance-of-payments problems," International Finance Discussion Papers 544, Board of Governors of the Federal Reserve System (U.S.).
  2. Reinhart, Carmen & Kaminsky, Graciela, 1998. "Financial crises in Asia and Latin America: Then and now," MPRA Paper 13877, University Library of Munich, Germany.
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Cited by:
  1. Thierry Apoteker, 2001. "Transformation of the Polish, Czech and Hungarian Banking Systems: are there Systemic Fragilities?," Revue d'Économie Financière, Programme National Persée, vol. 6(1), pages 415-426.
  2. Andre Cartapanis, 2004. "Le declenchement des crises de change : qu'avons-nous appris depuis dix ans ?," Economie Internationale, CEPII research center, issue 97, pages 5-48.
  3. Lendjoungou, Francis, 2009. "Competitiveness and the real exchange rate: the standpoint of countries in the CEMAC zone," MPRA Paper 17053, University Library of Munich, Germany.

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