Early warning systems for currency crises with real-time data

DOI10.1007/S11079-019-09530-0MaRDI QIDQ2330351zbMATH OpenOpenAlexWikidataFDO

Authors Tjeerd M. Boonman, Jan P. A. M. Jacobs, Gerard H. Kuper, Alberto Romero

Publication date 22 October 2019

Published in Open Economies Review (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s11079-019-09530-0

zbMATH Keywords

currency crisesearly warning systememerging economieslogit modelreal time datasignal approach

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

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Cites work

• Early Warning Systems for Currency Crises: A Regime-Switching Approach
• Forecasting financial crises in emerging market economies
• Toward robust early-warning models: a horse race, ensembles and model uncertainty

Cited in

(7)

• Early warning systems for sovereign debt crises: The role of heterogeneity
• Forecasting financial crises in emerging market economies
• International capital flows and extreme exchange market pressure: evidence from emerging market economies
• Extreme bounds analysis in early warning systems for currency crises
• Currency crisis warning model and its empirical research based on equilibrium stability theory
• Early Warning Systems for Currency Crises: A Regime-Switching Approach
• What is the most prominent reserve indicator that forewarns currency crises?

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