Extreme bounds analysis in early warning systems for currency crises

DOI10.1007/s11079-019-09565-3zbMath1460.91150OpenAlexW3017050019MaRDI QIDQ2661808

Tjeerd M. Boonman, Andrea E. Sanchez Urbina

Publication date: 8 April 2021

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

Full work available at URL: https://doi.org/10.1007/s11079-019-09565-3

zbMATH Keywords

currency crisesearly warning systemsemerging market economiesextreme bounds analysispanel logit model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Macroeconomic theory (monetary models, models of taxation) (91B64)

Cites Work

• A parametric estimation method for dynamic factor models of large dimensions
• Fear of Floating

This page was built for publication: Extreme bounds analysis in early warning systems for currency crises