A Comparison of Currency Crisis Dating Methods: Turkey 1990-2014
Ali Ari () and
Montenegrin Journal of Economics, 2016, vol. 12, issue 3, 19-37
This paper aims to assess the robustness of currency crisis dating methods. Hence, we reproduce a broad set of the ten most representative indicators from the literature, and develop two new crisis indicators derived from Cointegration and ARDL Bounds tests for the Turkish economy which underwent several currency crises over the last 30 years.
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2) Track citations by RSS feed
Downloads: (external link)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:mje:mjejnl:v:12:y:2016:i:3:p:19-37
Access Statistics for this article
Montenegrin Journal of Economics is currently edited by Veselin Draskovic
More articles in Montenegrin Journal of Economics from Economic Laboratory for Transition Research (ELIT)
Bibliographic data for series maintained by Nikola Draskovic Jelcic ().