Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/30505 
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dc.contributor.authorAbberger, Klausen
dc.contributor.authorNierhaus, Wolfgangen
dc.contributor.authorShaikh, Shynaren
dc.date.accessioned2009-10-06-
dc.date.accessioned2010-05-14T08:20:23Z-
dc.date.available2010-05-14T08:20:23Z-
dc.date.issued2009-
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
dc.language.isoengen
dc.publisher|aCenter for Economic Studies and ifo Institute (CESifo) |cMunichen
dc.relation.ispartofseries|aCESifo Working Paper |x2774en
dc.subject.jelE32en
dc.subject.jelE37en
dc.subject.jelE59en
dc.subject.ddc330en
dc.subject.keywordcurrency crisesen
dc.subject.keywordleading economic indicatorsen
dc.subject.keywordsignal approachen
dc.subject.keywordKazakhstanen
dc.subject.stwWährungskriseen
dc.subject.stwWirtschaftsindikatoren
dc.subject.stwPrognoseverfahrenen
dc.subject.stwFrühwarnsystemen
dc.subject.stwKasachstanen
dc.titleFindings of the signal approach for financial monitoring in Kazakhstan-
dc.typeWorking Paperen
dc.identifier.ppn610042327en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen

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