Are Currency Crises Predictable? A Test

Released on by Ms.Catherine A. Pattillo
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  • Are Currency Crises Predictable? A Test Book Detail

  • Author : Ms.Catherine A. Pattillo
  • Release Date : 1998-11-01
  • Publisher : International Monetary Fund
  • Genre : Business & Economics
  • Pages : 62
  • ISBN 13 : 1451857209
  • File Size : 7,7 MB
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Are Currency Crises Predictable? A Test by Ms.Catherine A. Pattillo PDF Summary

Book Description: 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.

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Are Currency Crises Predictable? A Test

Are Currency Crises Predictable? A Test

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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

Are Currency Crises Predictable?

Are Currency Crises Predictable?

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This paper studies whether exchange rate expectations and overvaluations are predictors of currency crises. The results suggest that overvaluation has predictiv

A Perspectiveon Predicting Currency Crises

A Perspectiveon Predicting Currency Crises

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Currency crises are difficult to predict. It could be that we are choosing the wrong variables or using the wrong models or adopting measurement techniques not