logit estimation

Publication date: 31 Mar 2009 | Publication type: NIESR Discussion Paper | Authors: Barrell, R, Davis, P, Liadze, I | External authors: Dilruba Karim | JEL classification: C52, E58, G21 | NIESR discussion paper number: 330
Early warning systems (EWS) for banking crises generally omit bank capital, bank liquidity and property prices. Most work on EWS has been for global samples dominated by emerging market crises where time series data on bank capital adequacy and property prices are typically absent. We estimate...