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Daniela Beckmann

Personal Details

First Name:Daniela
Middle Name:
Last Name:Beckmann
Suffix:
RePEc Short-ID:pbe220
http://www.wiwi.uni-hannover.de/gif/beckmann/indexdb.html

Affiliation

Wirtschaftswissenschaftliche Fakultät
Leibniz Universität Hannover

Hannover, Germany
http://www.wiwi.uni-hannover.de/

: (0511) 762-5350
(0511) 762-5665
Koenigsworther Platz 1, D-30167 Hannover
RePEc:edi:fwhande (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Beckmann, Daniela & Menkhoff, Lukas & Sawischlewski, Katja, 2005. "Robust Lessons about Practical Early Warning Systems," Hannover Economic Papers (HEP) dp-322, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.

Articles

  1. Beckmann, Daniela & Menkhoff, Lukas & Sawischlewski, Katja, 2006. "Robust lessons about practical early warning systems," Journal of Policy Modeling, Elsevier, vol. 28(2), pages 163-193, February.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Beckmann, Daniela & Menkhoff, Lukas & Sawischlewski, Katja, 2005. "Robust Lessons about Practical Early Warning Systems," Hannover Economic Papers (HEP) dp-322, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.

    Cited by:

    1. Nakatani, Ryota, 2017. "Real and Financial Shocks, Exchange Rate Regimes and the Probability of a Currency Crisis," MPRA Paper 82186, University Library of Munich, Germany.
    2. Marcin Chlebus, 2016. "One-Day Prediction of State of Turbulence for Portfolio. Models for Binary Dependent Variable," Working Papers 2016-01, Faculty of Economic Sciences, University of Warsaw.
    3. Marcin Chlebus, 2014. "One-day prediction of state of turbulence for financial instrument based on models for binary dependent variable," Ekonomia journal, Faculty of Economic Sciences, University of Warsaw, vol. 37.
    4. Esaka, Taro, 2013. "Evaluating the effect of de facto pegs on currency crises," Journal of Policy Modeling, Elsevier, vol. 35(6), pages 943-963.
    5. Fabio Comelli, 2014. "Comparing Parametric and Non-parametric Early Warning Systems for Currency Crises in Emerging Market Economies," Review of International Economics, Wiley Blackwell, vol. 22(4), pages 700-721, September.
    6. Cristian STANCIU, 2010. "A review of early warning system models," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(11), pages 222-228, May.
    7. Ryota Nakatani, 2014. "The Effects of Financial and Real Shocks, Structural Vulnerability and Monetary Policy on Exchange Rates from the Perspective of Currency Crises Models," UTokyo Price Project Working Paper Series 043, University of Tokyo, Graduate School of Economics.
    8. Cumperayot, Phornchanok & Kouwenberg, Roy, 2013. "Early warning systems for currency crises: A multivariate extreme value approach," Journal of International Money and Finance, Elsevier, vol. 36(C), pages 151-171.
    9. Mustapha Djennas & Mohamed Benbouziane & Meriem Djennas, 2011. "An Approach of Combining Empirical Mode Decomposition and Neural Network Learning for Currency Crisis Forecasting," Working Papers 627, Economic Research Forum, revised 09 Jan 2011.
    10. Jo-Hui Chen & Chih-Sean Chen, 2012. "The study of contagious paces of financial crises," Quality & Quantity: International Journal of Methodology, Springer, vol. 46(6), pages 1825-1846, October.
    11. Cevik, Emrah I. & Dibooglu, Sel & Kenc, Turalay, 2016. "Financial stress and economic activity in some emerging Asian economies," Research in International Business and Finance, Elsevier, vol. 36(C), pages 127-139.
    12. Su, Dongwei & He, Xingxing, 2010. "A Hybrid Intelligent Early Warning System for Predicting Economic Crises: The Case of China," MPRA Paper 19962, University Library of Munich, Germany.
    13. Fabio Comelli, 2013. "Comparing Parametric and Non-parametric Early Warning Systems for Currency Crises in Emerging Market Economies," IMF Working Papers 13/134, International Monetary Fund.
    14. Fabio Comelli, 2014. "Comparing the Performance of Logit and Probit Early Warning Systems for Currency Crises in Emerging Market Economies," IMF Working Papers 14/65, International Monetary Fund.
    15. Licchetta, Mirko, 2009. "Common determinants of currency crises: role of external balance sheet variables," Bank of England working papers 366, Bank of England.
    16. Pham, Thi Hoang Anh, 2017. "Are global shocks leading indicators of currency crisis in Viet Nam?," Research in International Business and Finance, Elsevier, vol. 42(C), pages 605-615.
    17. Seoung Hwan Suh & Kabsung Kim, 2014. "Global financial crisis and early warning system of Korean housing market," Chapters,in: The Global Financial Crisis and Housing, chapter 4, pages 62-81 Edward Elgar Publishing.

Articles

  1. Beckmann, Daniela & Menkhoff, Lukas & Sawischlewski, Katja, 2006. "Robust lessons about practical early warning systems," Journal of Policy Modeling, Elsevier, vol. 28(2), pages 163-193, February.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FMK: Financial Markets (2) 2005-10-29 2006-09-16
  2. NEP-FOR: Forecasting (2) 2005-10-29 2006-09-16
  3. NEP-IFN: International Finance (2) 2005-10-29 2006-09-16

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