scholarly journals An Optimal Early Warning System for Currency Crises Under Model Uncertainty

2019 ◽  
Author(s):  
Mamdouh Mohamed ◽  
Hany Abdel-Latif
Keyword(s):  
Early Warning ◽  
Model Uncertainty ◽  
Early Warning System ◽  
Currency Crises ◽  
Warning System

scholarly journals An optimal early warning system for currency crises under model uncertainty

2020 ◽  
Vol 20 (3) ◽  
pp. 99-107
Author(s):  
Mamdouh Abdelmoula M. Abdelsalam ◽  
Hany Abdel-Latif
Keyword(s):  
Early Warning ◽  
Model Uncertainty ◽  
Early Warning System ◽  
Currency Crises ◽  
Warning System

scholarly journals Currency crises in EU candidate countries: An early warning system approach

2015 ◽  
Vol 62 (4) ◽  
pp. 493-510 ◽  
Author(s):  
Vesna Bucevska
Keyword(s):  
Early Warning ◽  
Early Warning System ◽  
Currency Crises ◽  
Warning System ◽  
Growth Potential ◽  
Short Term ◽  
Gdp Growth Rate ◽  
Fiscal Balance ◽  
Eu Candidate Countries ◽  
External Indebtedness

The purpose of this paper is to develop an econometric model of early warning system (EWS) for predicting currency crises in EU candidate countries. Using actual quarterly panel data for three EU candidate countries (Croatia, Macedonia and Turkey) in the period January 2005 - June 2010, we estimate a binomial logit model, which accurately predicts potential episodes of outbreak of currency crisis. In addition, we find that real GDP growth rate, participation in an IMF loan program, current account and fiscal balance and short-term external indebtedness are the most significant common predictors of currency crises across EU candidate countries. These results imply implementing policy measures aimed at raising the growth potential of the domestic economies of EU candidate countries, monitoring their short-term external indebtedness, improving their external competitiveness, cutting public spending and increasing the confidence of residents and non-residents in their domestic banking sectors.

scholarly journals An Early Warning System for currency crises in Argentina and Brazil 1990-2009

EconoQuantum ◽  
2018 ◽  
Vol 14 (2) ◽  
pp. 47-68
Author(s):  
Tjeerd M. Boonman ◽  
◽  
Jan P. A. M. Jacobs ◽  
Gerard H. Kuper ◽  
◽  
...  
Keyword(s):  
Early Warning ◽  
Early Warning System ◽  
Currency Crises ◽  
Warning System

Developing an early warning system to predict currency crises

2014 ◽  
Vol 237 (3) ◽  
pp. 1095-1104 ◽  
Author(s):  
Cuneyt Sevim ◽  
Asil Oztekin ◽  
Ozkan Bali ◽  
Serkan Gumus ◽  
Erkam Guresen
Keyword(s):  
Early Warning ◽  
Early Warning System ◽  
Currency Crises ◽  
Warning System

scholarly journals Comparing parametric and non-parametric early warning systems for currency crises in Vietnam

2016 ◽  
Vol 19 (3) ◽  
pp. 71-85
Author(s):  
Phuong Thi My Nguyen
Keyword(s):  
Early Warning ◽  
Early Warning System ◽  
Currency Crises ◽  
Currency Crisis ◽  
Warning System ◽  
Early Warning Systems ◽  
Warning Systems ◽  
Study Results ◽  
The Future ◽  
Non Parametric

The purpose of this paper is to compare performances of the parametric and nonparametric early warning systems for currency crises in Vietnam from January 2002 to December 2014. The study results showed that the method parameter effectively than the method parameter in early warning currency crises in Vietnam. Besides, the author also gives a number of recommendations to strengthen the early warning system for currency crisis in Vietnam in the future.

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