Les Indicateurs d'Alerte de la Crise Financière de 2000-2001 en Turquie: Un Modèle de Prévision de Crise Jumelle

The 2000-2001 Turkish crisis has often been analysed in the literature without a solid econometric basis. This article presents a linear regression model as well as a logit model that enable us to measure the extent to which economic fundamentals and banking variables can account for the outcome of the Turkish crisis. We aim to determine which factors have led Turkey to experience this crisis and to gain deeper insight into its nature.

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Alternative title:	Early Warning Indicators of the 2000-2001 Turkish Financial Crisis: A Twin Crisis Prediction Model
Year of publication:	2007
Authors:	Ari, Ali ; Dagtekin, Rustem
Institutions:	Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
Subject:	Currency Crisis \| Banking System Fragility \| Third Generation Crisis Model \| Turkey

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Extent:	application/pdf
Series:	MPRA Paper.
Type of publication:	Book / Working Paper
Classification:	C53 - Forecasting and Other Model Applications ; F47 - Forecasting and Simulation ; C22 - Time-Series Models ; G21 - Banks; Other Depository Institutions; Mortgages
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008685492