FİNANSAL KRİZLERİN TAHMİNİNDE ÖNCÜ GÖSTERGELERİN LOGİT-PROBİT MODEL İLE ANALİZİ: TÜRKİYE UYGULAMASI

Murat Akkaya; Lokman Kantar

doi:10.17130/ijmeb.2018343111

AN ANALYSIS OF LEADING INDICATORS WITH LOGIT-PROBIT MODEL TO ESTIMATE FINANCIAL CRISIS: THE CASE OF TURKEY

Yıl 2018, Cilt: 14 Sayı: 3, 575 - 590, 01.06.2018

Murat Akkaya Lokman Kantar

https://doi.org/10.17130/ijmeb.2018343111

Cited By: 10

Öz

Many indices and models have been developed, and derived to determine the predictability of financial crises and leading indicators of financial crises. Economic and financial leading variables are used as indicators in forecasting the crises.The aim of this study is to establish the financial pressure index forJanuary 2005 - January 2017 period and to identify the leading indicators of financial crises using Logit / Probit models. GrossReserves BUR , DomesticDebtStock ICB and Monthly TL Deposit Interest AMF are significant and reliable variables to explain model

Anahtar Kelimeler

Financial Crisis, Financial Pressure Index, Leading Indicators, Turkey

Kaynakça

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