Hidden Bibliographic Details
| Other authors / contributors: | International Monetary Fund. Treasurer's Department.
|
|---|
| ISBN: | 1451891512
9781451891515
1281604496
9781281604491
9781451843668
1451843666
1462321836
9781462321834
1452764425
9781452764429
9786613785183
6613785180
|
|---|
| Notes: | Includes bibliographical references (pages 34-35).
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
English.
digitized 2010 HathiTrust Digital Library committed to preserve
Print version record.
|
|---|
| Summary: | This paper attempts to predict the incidence of arrears to the International Monetary Fund (IMF) by modifying and applying two of the major early warning systems for currency crises: the "signals" approach proposed by Kaminsky, Lizondo, and Reinhart (1997) and the probit-based alternative developed by Berg and Pattillo (1998). The results, based on both in-sample and out-of-sample tests, appear encouraging. While the unique nature of IMF arrears poses some challenges, the models could be useful tools for identifying countries at high risk of incurring arrears to the IMF
|
|---|
| Other form: | Print version: Oka, Chikako. Anticipating arrears to the IMF. [Washington, D.C.] : International Monetary Fund, ©2003
|
|---|
| Standard no.: | 10.5089/9781451891515.001
|
|---|
