Comparing Parametric and Non-parametric Early Warning Systems for Currency Crises in Emerging Market Economies /
The purpose of this paper is to compare in-sample and out-of-sample performances of three parametric and non-parametric early warning systems (EWS) for currency crises in emerging market economies (EMs). The parametric EWS achieves superior out-of-sample results compared to the non-parametric EWS, a...
| Autor principal: | |
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| Format: | Revista |
| Idioma: | English |
| Publicat: |
Washington, D.C. :
International Monetary Fund,
2013.
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| Col·lecció: | IMF Working Papers; Working Paper ;
No. 2013/134 |
| Accés en línia: | Full text available on IMF |