Determinants of the Argentine Financial Crisis: Can We Predict Future Crises?

dc.contributor.author	Feridun, Mete
dc.date.accessioned	2014-08-08T07:09:47Z
dc.date.available	2014-08-08T07:09:47Z
dc.date.issued	2004-12
dc.identifier.citation	The Lahore Journal of Economics Volume 9, No.2	en_US
dc.identifier.issn	1811-5438
dc.identifier.uri	http://121.52.153.179/Volume.html
dc.identifier.uri	http://hdl.handle.net/123456789/5625
dc.description	PP.19; ill	en_US
dc.description.abstract	This article aims at identifying the macroeconomic indicators that account for the Argentine financial crisis. For this purpose, an early warning system (EWS) is built based on a probit model that incorporates six monthly variables spanning the time period between February 1991 and February 2000. The results indicate that the significant indicators are the consumer price index and the ratio of the value of exports to the value of imports. Results further indicate that the predictive power of the model is quite reasonable with a correct prediction probability of 67 percent at 15 percent cutoff level.	en_US
dc.language.iso	en	en_US
dc.publisher	© Lahore Schoool of Economics	en_US
dc.subject	Financial Crisis	en_US
dc.title	Determinants of the Argentine Financial Crisis: Can We Predict Future Crises?	en_US
dc.type	Article	en_US