Verfügbarkeit: Are Currency Crises Predictable?

Are Currency Crises Predictable?: A Test

This paper evaluates three models for predicting currency crises that were proposed before 1997. The idea is to answer the question: if we had been using these models in late 1996, how well armed would we have been to predict the Asian crisis? The results are mixed but somewhat encouraging. One mode...

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1. Verfasser:	Pattillo, Catherine A. (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Washington, D.C International Monetary Fund 1998
Schriftenreihe:	IMF Working Papers Working Paper No. 98/154
Online-Zugang:	UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext
Zusammenfassung:	This paper evaluates three models for predicting currency crises that were proposed before 1997. The idea is to answer the question: if we had been using these models in late 1996, how well armed would we have been to predict the Asian crisis? The results are mixed but somewhat encouraging. One model, and our modifications to it, provide useful forecasts, at least compared with a naive benchmark. The head-to-head comparison also sheds light on the economics of currency crises, the nature of the Asian crisis, and issues in the empirical modeling of currency crises
Beschreibung:	1 Online-Ressource (61 p)
ISBN:	1451857209 9781451857207

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spelling	Pattillo, Catherine A. Verfasser aut Are Currency Crises Predictable? A Test Pattillo, Catherine A Washington, D.C International Monetary Fund 1998 1 Online-Ressource (61 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 98/154 This paper evaluates three models for predicting currency crises that were proposed before 1997. The idea is to answer the question: if we had been using these models in late 1996, how well armed would we have been to predict the Asian crisis? The results are mixed but somewhat encouraging. One model, and our modifications to it, provide useful forecasts, at least compared with a naive benchmark. The head-to-head comparison also sheds light on the economics of currency crises, the nature of the Asian crisis, and issues in the empirical modeling of currency crises Online-Ausg Berg, Andrew Sonstige oth http://elibrary.imf.org/view/IMF001/00370-9781451857207/00370-9781451857207/00370-9781451857207.xml Verlag URL des Erstveröffentlichers Volltext
spellingShingle	Pattillo, Catherine A. Are Currency Crises Predictable? A Test
title	Are Currency Crises Predictable? A Test
title_auth	Are Currency Crises Predictable? A Test
title_exact_search	Are Currency Crises Predictable? A Test
title_exact_search_txtP	Are Currency Crises Predictable? A Test
title_full	Are Currency Crises Predictable? A Test Pattillo, Catherine A
title_fullStr	Are Currency Crises Predictable? A Test Pattillo, Catherine A
title_full_unstemmed	Are Currency Crises Predictable? A Test Pattillo, Catherine A
title_short	Are Currency Crises Predictable?
title_sort	are currency crises predictable a test
title_sub	A Test
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