Hidden Bibliographic Details
| Other authors / contributors: | Pattillo, Catherine A. (Catherine Anne)
International Monetary Fund. Research Department.
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| Notes: | Includes bibliographical references (pages 60-61).
Restrictions unspecified
Electronic reproduction. [Place of publication not identified] : HathiTrust Digital Library, 2010.
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. http://purl.oclc.org/DLF/benchrepro0212
digitized 2010 HathiTrust Digital Library committed to preserve
Print version record.
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| Summary: | Annotation 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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| Other form: | Print version: Berg, Andrew. Are currency crises predictable? [Washington, D.C.] : International Monetary Fund, Research Department, ©1998
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