Assessing early warning systems : how have they worked in practice? /

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Bibliographic Details
Author / Creator:Berg, Andrew, author.
Imprint:[Washington, D.C.] : International Monetary Fund, ©2004.
Description:1 online resource (44 pages) : illustrations.
Language:English
Series:IMF working paper ; WP/04/52
IMF working paper ; WP/04/52.
Subject:
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/12497593
Hidden Bibliographic Details
Other authors / contributors:Borensztein, Eduardo, author.
Pattillo, Catherine A. (Catherine Anne), author.
International Monetary Fund. Research Department, issuing body.
ISBN:1281263737
9781281263735
1451894244
9781451894240
9781451847284
1451847289
ISSN:2227-8885
Notes:"March 2004"--Page [1].
At head of title: Research Department.
Includes bibliographical references (pages 42-44).
Restrictions unspecified
Electronic reproduction. [S.l.] : 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.
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.
Other form:Print version: Berg, Andrew. Assessing early warning systems. [Washington, D.C.] : International Monetary Fund, ©2004
Standard no.:10.5089/9781451894240.001