Add to ORKGThis paper proposes a new statistical framework originating from the traditional credit-scoring literature, to evaluate currency crises Early Warning Systems (EWS). Based on an assessment of the predictive power of panel logit and Markov frameworks, the panel logit model is outperforming the Markov switching specifications. Furthermore, the introduction of forward-looking variables clearly improves the forecasting properties of the EWS. This improvement confirms the adequacy of the second generation crisis models in explaining the occurrence of crises
This paper suggests a new agenda for constructing early warning models (EWMs) toenhance their effect...
Currency crises may appear and propagate under many forms, a fact which led to their analysis throug...
We compare how logit (fixed effects) and probit early warning systems (EWS) predict in-sample and ou...
This paper proposes a new statistical framework originating from the traditional credit-scoring lite...
This paper proposes a new statistical framework inherited from the traditional credit-scoring litera...
This paper proposes an original and unified toolbox to evaluate financial crisis early-warning syste...
Traditionally, financial crisis Early Warning Systems (EWSs) have relied on macroeconomic leading in...
This paper proposes an original and uni ed toolbox to evaluate nancial crisis Early Warning Systems ...
This paper investigates the performance of early warning systems for currency crises in real-time, u...
This paper investigates the performance of early warning systems for currency crises in real-time, u...
This paper introduces a new generation of Early Warning Systems (EWS) which takes into account dynam...
Abstract: Despite the extensive literature on prediction of banking crises by Early Warning Systems ...
The object of this paper is to develop an operational early warning system (EWS) that can detect fin...
The turmoil of the 1990s stimulated the development of “early warning systems” (EWS) for currency cr...
Despite the extensive literature on prediction of banking crises by Early Warning Systems (EWS), th...
This paper suggests a new agenda for constructing early warning models (EWMs) toenhance their effect...
Currency crises may appear and propagate under many forms, a fact which led to their analysis throug...
We compare how logit (fixed effects) and probit early warning systems (EWS) predict in-sample and ou...
This paper proposes a new statistical framework originating from the traditional credit-scoring lite...
This paper proposes a new statistical framework inherited from the traditional credit-scoring litera...
This paper proposes an original and unified toolbox to evaluate financial crisis early-warning syste...
Traditionally, financial crisis Early Warning Systems (EWSs) have relied on macroeconomic leading in...
This paper proposes an original and uni ed toolbox to evaluate nancial crisis Early Warning Systems ...
This paper investigates the performance of early warning systems for currency crises in real-time, u...
This paper investigates the performance of early warning systems for currency crises in real-time, u...
This paper introduces a new generation of Early Warning Systems (EWS) which takes into account dynam...
Abstract: Despite the extensive literature on prediction of banking crises by Early Warning Systems ...
The object of this paper is to develop an operational early warning system (EWS) that can detect fin...
The turmoil of the 1990s stimulated the development of “early warning systems” (EWS) for currency cr...
Despite the extensive literature on prediction of banking crises by Early Warning Systems (EWS), th...
This paper suggests a new agenda for constructing early warning models (EWMs) toenhance their effect...
Currency crises may appear and propagate under many forms, a fact which led to their analysis throug...
We compare how logit (fixed effects) and probit early warning systems (EWS) predict in-sample and ou...