| Abstract [eng] |
In final master’s work analyzes the banking and currency crisis put the signals in the Baltic countries in the period 2000-2013. Analyzing the signal frequency, and duration while taking into account the time the country took place in the macroeconomic and microeconomic factors. The theoretical part of the basis of Lithuanian and foreign scientific literature, the banking and currency crisis concept, crisis formation and development stages. Also discussed in detail in the banking and currency models characteristics of the crises of the relationship. Working on the basis of methodological part G.L. Kaminsky , S. Lizondo , C.M. Reinhart ( 2007) provides banking and currency crises signal evaluation methodology , and online resources ( bank accounts of the parties , the parties' annual economic surveys, statistics ) provides banking and currency crises signal analysis concepts. Signalling methodology adaptation and performance capabilities. The practical part of a comprehensive early warning indicator analysis that provided the banking and currency crisis signals during the analysis period, the Baltic countries. It is also done to provide signals of the frequency and duration of the assessment. Captured signals are analyzed in the light of events in real time. Sets the time after which the banking and currency crisis signals can be recorded in another country. There are presented the main results of theoretical and practical analysis and recommendations at the end of master thesis. |
