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Assessing Early Warning Systems : How Have they Worked in Practice? / Andrew Berg, Eduardo Borensztein, Catherine Pattillo.
- Format:
- Book
- Government document
- Author/Creator:
- Berg, Andrew.
- Series:
- IMF Working Papers; Working Paper ; No. 2004/052
- IMF Working Papers
- Language:
- English
- Subjects (All):
- Financial crises--Forecasting.
- Financial crises.
- Balance of payments--Forecasting.
- Balance of payments.
- Foreign exchange rates--Econometric models.
- Foreign exchange rates.
- Physical Description:
- 1 online resource (45 p.)
- Place of Publication:
- Washington, D.C. : International Monetary Fund, 2004.
- Language Note:
- English
- Summary:
- 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.
- Contents:
- ""Contents""; ""I. INTRODUCTION""; ""II. EARLY-WARNING-SYSTEM (EWS) MODELS""; ""III. VALUE ADDED OF EWS MODELS""; ""IV. SUMMARY AND CONCLUSIONS""; ""REFERENCES""
- Notes:
- Description based upon print version of record.
- Includes bibliographical references.
- Description based on online resource; title from PDF cover (ebrary, viewed July 6, 2015).
- ISBN:
- 9786613778093
- 9781462319756
- 1462319750
- 9781452756332
- 1452756333
- 9781281263735
- 1281263737
- 9781451894240
- 1451894244
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