Les Indicateurs d'Alerte de la Crise Financière de 2000-2001 en Turquie: Un Modèle de Prévision de Crise Jumelle
[Early Warning Indicators of the 2000-2001 Turkish Financial Crisis: A Twin Crisis Prediction Model]
AbstractThe 2000-2001 Turkish crisis has often been analysed in the literature without a solid econometric basis. This article presents a linear regression model as well as a logit model that enable us to measure the extent to which economic fundamentals and banking variables can account for the outcome of the Turkish crisis. We aim to determine which factors have led Turkey to experience this crisis and to gain deeper insight into its nature.
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Bibliographic InfoPaper provided by University Library of Munich, Germany in its series MPRA Paper with number 25856.
Date of creation: 2007
Date of revision:
Currency Crisis; Banking System Fragility; Third Generation Crisis Model; Turkey;
Find related papers by JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- F47 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Forecasting and Simulation: Models and Applications
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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