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Les Indicateurs D’Alerte De La Crise Financière De 2000-2001 En Turquie : Un Modèle De Prévision De Crise Jumelle

Author

Listed:
  • Ali ARI

    (LEAD, Université du Sud, Toulon -Var)

  • Rustem DAGTEKIN

    (CEFI, Université de la Méditerranée)

Abstract

The 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 sparking off the Turkish crisis. We aim to determine which factors have led Turkey to experience this crisis and to gain deeper insight into their nature.

Suggested Citation

  • Ali ARI & Rustem DAGTEKIN, 2007. "Les Indicateurs D’Alerte De La Crise Financière De 2000-2001 En Turquie : Un Modèle De Prévision De Crise Jumelle," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 26, pages 35-50.
    • Handle: RePEc:tou:journl:v:26:y:2007:p:35-50
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    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • 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
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages

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