Currency Crisis Early Warning Systems: Why They should be Dynamic

Bertrand Candelon, Christophe Hurlin and Elena Dumitnescu

No 2014-161, Working Papers from Department of Research, Ipag Business School

Abstract: Traditionally, nancial crisis Early Warning Systems (EWSs) rely on macroeconomic leading indicators to forecast the occurrence of such events. This paper extends such discrete-choice EWSs by taking into account the persistence of the crisis phenomenon. T

Keywords: dynamic models; currency crisis; Early Warning System. (search for similar items in EconPapers)
JEL-codes: C33 F37 (search for similar items in EconPapers)
Pages: 41 pages
Date: 2014-01-01
New Economics Papers: this item is included in nep-cba, nep-dcm and nep-ecm
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (37)

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Related works:
Journal Article: Currency crisis early warning systems: Why they should be dynamic (2014)
Working Paper: Currency Crises Early Warning Systems: Why They Should Be Dynamic (2014)
Working Paper: Currency Crises Early Warning Systems: why they should be Dynamic (2010)
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