摘要：In this contribution, we tackle explicitly the issue of model uncertainty in the framework
of binary variable models of currency crises. Using Bayesian model averaging techniques,
we assess the robustness of the explanatory variables proposed in the recent literature
for both static and dynamic models. Our results indicate that the variables belonging to
the set of macroeconomic fundamentals proposed by the literature are very fragile
determinants of the occurrence of currency crises.
