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Modelling an early warning system for currency crises: a dynamic panel probit model
Purpose- The probability of currency crisis is attempted to be predicted by analysing the lagged binary crisis variable and some macroeconomic indicators. Methodology-A new generation of early warning system model is developed in order to determine the leading indicators of the financial cri ses of 17 developing countries and the dynamic structure of the crises are examined by using the dynamic random effects probit model. Findings- The results show that the 12th (C1t-12), 3rd(C1t-3),doi:10.17261/pressacademia.2019.1125 fatcat:x66hd6fh7fhpfb2ijqve3cswki