Assessing Early Warning Systems : How Have they Worked in Practice?
Author/Editor: Andrew Berg, Eduardo Borensztein, Catherine A Pattillo
Release Date: © March, 2004
ISBN
: 978-1-45184-728-4
Stock #: WPIEA0522004
English
Stock Status: On back-order
Languages and formats available
| English | French | Spanish | Arabic | Russian | Chinese | Portuguese | |
| Paperback | Yes |
Description
Since 1999, the IMF's staff has been tracking several early-warning-system (EWS) models of currency crisis. The results have been mixed. One of the long-horizon models has performed well relative to pure guesswork and to available non-model-based forecasts, such as agency ratings and private analysts' currency crisis risk scores. The data do not speak clearly on the other long-horizon EWS model. The two short-horizon private sector models generally performed poorly.
People who purchased this product also purchased
|
The Tasks Ahead ($18.00) |
Stress Testing at the IMF ($18.00) |
IMF-Supported Programs and Crisis Prevention : An Analytical Framework ($15.00) |
Taxonomy
Crisis prevention , Currencies , Foreign exchange , IMF governance and operations , Operations
More publications in this series: Working Papers
More publications by: Andrew Berg ; Eduardo Borensztein ; Catherine A Pattillo
