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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)

  • André Cartapanis
  • Sophie Mametz
  • Vincent Dropsy

[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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Article provided by Programme National Persée in its journal Revue économique.

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

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Handle: RePEc:prs:reveco:reco_0035-2764_1999_num_50_6_410144
Note: DOI:10.2307/3502647
Contact details of provider: Web page: http://www.persee.fr/web/revues/home/prescript/revue/reco

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  1. 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.
  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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