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Predictability of financial crises by KLR method: Turkey case (Period of 1990:01-2018:09)

Journal of Economics Bibliography

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Title Predictability of financial crises by KLR method: Turkey case (Period of 1990:01-2018:09)
 
Creator BÜYÜKAKIN, Figen
AYDIN, Seda
 
Subject Financial crisis; Signal approach; KLR signal approach; Early warning methods.
G01; C10; C29; F30.
 
Description Abstract. As a result of global integration and financial liberalization, financial crises have been experienced quite frequently in the world since the 1980s. The effects of the financial crises in the international arena are severe and rapidly spreading. For this reason, in the studies on the crisis, various methods for early warning models have been developed on the prediction of crises. The aim of this study was to estimate the financial crisis for Turkey case by "KLR Signal Approach" that was developed by Kaminsky and Reinhart Lizondo in 1998. In this study, 7 macroeconomic variables belong to the period of 1990:01 and 2018:9 were examined. The difference of this study from other studies is that a new crisis variable has been created. It was found at the end of the study that the selected variables were successful in catching the crisis signal.Keywords. Financial crisis, Signal approach, KLR signal approach, Early warning methods.JEL. G01, C10, C29, F30.
 
Publisher Journal of Economics Bibliography
 
Contributor —
 
Date 2018-12-30
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
 
Format application/pdf
 
Identifier http://www.kspjournals.org/index.php/JEB/article/view/1800
10.1453/jeb.v5i4.1800
 
Source Journal of Economics Bibliography; Vol 5, No 4 (2018): December; 231-237
2149-2387
 
Language eng
 
Relation http://www.kspjournals.org/index.php/JEB/article/view/1800/1788
 
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