Early warning systems for currency crises with real-time data

DOI10.1007/S11079-019-09530-0zbMath1425.91312OpenAlexW2773220775WikidataQ128029313 ScholiaQ128029313MaRDI QIDQ2330351

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

Publication date: 22 October 2019

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

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

zbMATH Keywords

currency crisesearly warning systemlogit modelemerging economiesreal time datasignal approach

Mathematics Subject Classification ID

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

Related Items (1)

International capital flows and extreme exchange market pressure: evidence from emerging market economies

Cites Work

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

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