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

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:	Financial crises -- Forecasting. Balance of payments -- Forecasting. Foreign exchange rates -- Econometric models. Balance of payments -- Forecasting. Foreign exchange rates -- Econometric models. Electronic books.
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

Description
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.
Item Description:	"March 2004"--Page [1]. At head of title: Research Department.
Physical Description:	1 online resource (44 pages) : illustrations.
Format:	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.
Bibliography:	Includes bibliographical references (pages 42-44).
ISBN:	1281263737 9781281263735 1451894244 9781451894240 9781451847284 1451847289
ISSN:	2227-8885