Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/30505
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dc.contributor.authorAbberger, Klausen_US
dc.contributor.authorNierhaus, Wolfgangen_US
dc.contributor.authorShaikh, Shynaren_US
dc.date.accessioned2009-10-06en_US
dc.date.accessioned2010-05-14T08:20:23Z-
dc.date.available2010-05-14T08:20:23Z-
dc.date.issued2009en_US
dc.identifier.urihttp://hdl.handle.net/10419/30505-
dc.description.abstractThis study concentrates on the signal approach for Kazakhstan. It focuses on the properties of individual indicators prior to observed currency crises. The indicators are used to build composite indicators. An advanced approach uses principal components analysis for the construction of composite indicators. Furthermore, the common signal approach is improved by robust statistical methods. The estimation period reaches from 1997 to 2007. It is shown that most of the composite indicators are able to flag the reported crises at an early stage. In a second step it is checked whether the most recent crisis in 2009 is signalled in advance.en_US
dc.language.isoengen_US
dc.publisher|aCenter for Economic Studies and Ifo Institute (CESifo) |cMunichen_US
dc.relation.ispartofseries|aCESifo Working Paper |x2774en_US
dc.subject.jelE32en_US
dc.subject.jelE37en_US
dc.subject.jelE59en_US
dc.subject.ddc330en_US
dc.subject.keywordcurrency crisesen_US
dc.subject.keywordleading economic indicatorsen_US
dc.subject.keywordsignal approachen_US
dc.subject.keywordKazakhstanen_US
dc.subject.stwWährungskriseen_US
dc.subject.stwWirtschaftsindikatoren_US
dc.subject.stwPrognoseverfahrenen_US
dc.subject.stwFrühwarnsystemen_US
dc.subject.stwKasachstanen_US
dc.titleFindings of the signal approach for financial monitoring in Kazakhstanen_US
dc.type|aWorking Paperen_US
dc.identifier.ppn610042327en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-

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