Early Warning Systems : A Survey and a Regime-Switching Approach /
Previous early-warning systems (EWSs) for currency crises have relied on models that require a priori dating of crises. This paper proposes an alternative EWS, based on a Markov-switching model, which identifies and characterizes crisis periods endogenously; this also allows the model to utilize inf...
| المؤلف الرئيسي: | |
|---|---|
| التنسيق: | دورية |
| اللغة: | English |
| منشور في: |
Washington, D.C. :
International Monetary Fund,
2003.
|
| سلاسل: | IMF Working Papers; Working Paper ;
No. 2003/032 |
| الوصول للمادة أونلاين: | Full text available on IMF |