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Predictability of financial crises by KLR method: Turkey case (Period of 1990:01-2018:09)

Author

Listed:
  • Figen BÜYÜKAKIN
  • Seda AYDIN

Abstract

This article applies the Kaminsky-Lizondo-Reinhart (KLR) method to assess the predictability of financial crises in Turkey over a 28-year period.

Suggested Citation

  • Figen BÜYÜKAKIN & Seda AYDIN, 2018. "Predictability of financial crises by KLR method: Turkey case (Period of 1990:01-2018:09)," Journal of Economics Bibliography, EconSciences Journals, vol. 5(4), pages 231-237, December.
    • Handle: RePEc:cvv:journ6:v:5:y:2018:i:4:p:231-237
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    References listed on IDEAS

    as
    1. Berg, Andrew & Pattillo, Catherine, 1999. "Predicting currency crises:: The indicators approach and an alternative," Journal of International Money and Finance, Elsevier, vol. 18(4), pages 561-586, August.
    2. Mohana Rao BALAGA & Puja PADHI, 2017. "Evaluating Indian economy’s vulnerability to currency crisis," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(3(612), A), pages 97-114, Autumn.
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    Keywords

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    JEL classification:

    • G01 - Financial Economics - - General - - - Financial Crises
    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods

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