Early warning systems for economic crises in South Africa.

dc.contributor.advisor
dc.contributor.advisor
dc.contributor.authorRamos, Nicole Diana
dc.date.accessioned2013-05-15T11:02:26Z
dc.date.available2013-05-15T11:02:26Z
dc.date.issued2013-05-15
dc.description.abstractThis 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.urihttp://hdl.handle.net/10539/12726
dc.language.isoenen_ZA
dc.subjectFinancial crisesen_ZA
dc.subjectDebten_ZA
dc.subjectEconomic forecastingen_ZA
dc.subjectSouth Africaen_ZA
dc.titleEarly warning systems for economic crises in South Africa.en_ZA
dc.typeThesisen_ZA
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