Early warning systems for economic crises in South Africa.
| dc.contributor.advisor | ||
| dc.contributor.advisor | ||
| dc.contributor.author | Ramos, Nicole Diana | |
| dc.date.accessioned | 2013-05-15T11:02:26Z | |
| dc.date.available | 2013-05-15T11:02:26Z | |
| dc.date.issued | 2013-05-15 | |
| dc.description.abstract | This paper develops a series of Early Warning System models for debt crises. This paper uses a Debt Pressure index to define crisis periods and then demonstrates how one can go about trying to forecast these periods using Logit and Markov-switching Models. An alternative approach, whereby ordinary least squares (OLS) is used to create Early Warning System models, is introduced. A graphical analysis is also conducted. Three useful Early Warning System models emerge from this study. | en_ZA |
| dc.identifier.uri | http://hdl.handle.net/10539/12726 | |
| dc.language.iso | en | en_ZA |
| dc.subject | Financial crises | en_ZA |
| dc.subject | Debt | en_ZA |
| dc.subject | Economic forecasting | en_ZA |
| dc.subject | South Africa | en_ZA |
| dc.title | Early warning systems for economic crises in South Africa. | en_ZA |
| dc.type | Thesis | en_ZA |
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