This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
A Review of the Literature on Early Warning Systems for Banking Crises Author info | Abstract | Publisher info | Download info | Related research | Statistics Alejandro Gaytán
Christian A. Johnson
Additional information is available for the following
registered author(s):
This paper presents a review of alternative methodologies for early detection of banking distress. The methodologies proposed are aimed to the early identification of financial distress for countries without an important recent history of bank failure, but facing an unstable international environment. We evaluate several indicators and methodologies to measure financial distress such as qualitative indicators, the signal extraction approach, limited dependent estimation and finally duration models.
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
page . Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
Paper provided by Central Bank of Chile in its series Working Papers Central Bank of Chile with number
183.
Download reference. The following formats are available: HTML
(with abstract ),
plain text
(with abstract ),
BibTeX ,
RIS (EndNote, RefMan, ProCite),
ReDIF
Length:
Date of creation: Oct 2002Date of revision:
Handle: RePEc:chb:bcchwp:183Contact details of provider: Postal: Casilla No967, Santiago Phone: (562) 670 2000 Fax: (562) 698 4847 Web page: http://www.bcentral.cl/ More information through EDIRC
For technical questions regarding this item, or to correct its listing, contact: (Claudio Sepulveda).
Keywords: This paper has been announced in the following NEP Reports :
References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: Kolari, James & Glennon, Dennis & Shin, Hwan & Caputo, Michele, 2002.
"Predicting large US commercial bank failures ,"
Journal of Economics and Business ,
Elsevier, vol. 54(4), pages 361-387.
[Downloadable!] (restricted)
Graciela Laura Kaminsky, 1999.
"Currency and Banking Crises - The Early Warnings of Distress ,"
IMF Working Papers
99/178, International Monetary Fund.
Other versions: Hali J. Edison, 2000.
"Do indicators of financial crises work? an evaluation of an early warning system ,"
International Finance Discussion Papers
675, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions: Michael Hutchison & Kathleen McDill, 1999.
"Are All Banking Crises Alike? The Japanese Experience in International Comparison ,"
NBER Working Papers
7253, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Hutchison, M. & McDill, K., 1998.
"Are All Banking Crises Alike? The Japanese Experience in International Comparison ,"
Papers
99-02, Economisch Institut voor het Midden en Kleinbedrijf-.
Michael Hutchison & Kathleen McDill, 1999.
"Are all banking crises alike? The Japanese experience in international comparison ,"
Pacific Basin Working Paper Series
99-02, Federal Reserve Bank of San Francisco.
[Downloadable!] Hutchison, Michael & McDill, Kathleen, 1999.
"Are All Banking Crises Alike? The Japanese Experience in International Comparison ,"
Journal of the Japanese and International Economies ,
Elsevier, vol. 13(3), pages 155-180, September.
[Downloadable!] (restricted) Barry Eichengreen & Andrew K. Rose, 1998.
"Staying Afloat When the Wind Shifts: External Factors and Emerging-Market Banking Crises ,"
NBER Working Papers
6370, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Catherine A. Pattillo & Andrew Berg, 1998.
"Are Currency Crises Predictable? A Test ,"
IMF Working Papers
98/154, International Monetary Fund.
Marcelo Dabós & Walter Sosa Escudero, 2000.
"Explaining and Predicting Bank Failure in Argentina Using Duration Models ,"
Working Papers
26, Universidad de San Andres, Departamento de Economia, revised Apr 2000.
[Downloadable!]
Eduardo Borensztein & Gian Maria Milesi-Ferretti & Catherine A. Pattillo & Andrew Berg, 2000.
"Anticipating Balance of Payments Crises--The Role of Early Warning Systems ,"
IMF Occasional Papers
186, International Monetary Fund.
Gorton, Gary, 1988.
"Banking Panics and Business Cycles ,"
Oxford Economic Papers ,
Oxford University Press, vol. 40(4), pages 751-81, December.
[Downloadable!] (restricted)
Patrick Honohan, 1997.
"Banking system failures in developing and transition countries: Diagnosis and predictions ,"
BIS Working Papers
39, Bank for International Settlements.
[Downloadable!]
Reinhart, Carmen & Goldstein, Morris & Kaminsky, Graciela, 2000.
"Assessing financial vulnerability, an early warning system for emerging markets: Introduction ,"
MPRA Paper
13629, University Library of Munich, Germany.
[Downloadable!]
Demirguc, Asli & Detragiache, Enrica, 2000.
"Monitoring Banking Sector Fragility: A Multivariate Logit Approach ,"
World Bank Economic Review ,
Oxford University Press, vol. 14(2), pages 287-307, May.
[Downloadable!]
Other versions: Diebold, Francis X & Rudebusch, Glenn D, 1989.
"Scoring the Leading Indicators ,"
Journal of Business ,
University of Chicago Press, vol. 62(3), pages 369-91, July.
[Downloadable!] (restricted)
Other versions: Demirguc-Kent, Asli & Detragiache, Enrica, 1998.
"Financial liberalization and financial fragility ,"
Policy Research Working Paper Series
1917, The World Bank.
[Downloadable!]
Other versions: Brenda González-Hermosillo, 1999.
"Determinants of Ex-Ante Banking System Distress: A Macro-Micro Empirical Exploration of Some Recent Episodes ,"
IMF Working Papers
99/33, International Monetary Fund.
Liliana Rojas-Suarez, 2001.
"Rating Banks in Emerging Markets: What Credit Rating Agencies Should Learn from Financial Indicators ,"
Peterson Institute Working Paper Series
WP01-6, Peterson Institute for International Economics.
[Downloadable!]
Reinhart, Carmen & Kaminsky, Graciela, 1999.
"The twin crises: The causes of banking and balance of payments problems ,"
MPRA Paper
14081, University Library of Munich, Germany.
[Downloadable!]
Other versions: Brenda González-Hermosillo, 1996.
"Banking Sector Fragility and Systemic Sources of Fragility ,"
IMF Working Papers
96/12, International Monetary Fund.
Full
references Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Christian A. Johnson, 2005.
"Modelos de alerta temprana para pronosticar crisis bancarias: desde la extracción de señales a las redes neuronales ,"
Revista de Analisis Economico – Economic Analysis Review ,
Ilades-Georgetown University, Economics Department, vol. 20(1), pages 95-121, June.
[Downloadable!]
Fernando Pineda G. & Hernán Piñeros G., .
"El indicador financiero único como mecanismo de alerta temprana: una nueva versión ,"
Temas de Estabilidad Financiera
039, Banco de la Republica de Colombia.
[Downloadable!]
Paul Cashin & Rupa Duttagupta, 2008.
"The Anatomy of Banking Crises ,"
IMF Working Papers
08/93, International Monetary Fund.
[Downloadable!]
Access and
download statistics Did you know? Use the JEL tree to browse through the database by subfields.
This page was last updated on 2009-11-5.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .