Comparing the Performance of Logit and Probit Early Warning Systems for Currency Crises in Emerging Market Economies /

Comparing the Performance of Logit and Probit Early Warning Systems for Currency Crises in Emerging Market Economies /

We compare how logit (fixed effects) and probit early warning systems (EWS) predict insample and out-of-sample currency crises in emerging markets (EMs). We look at episodes of currency crises that took place in 29 EMs between January 1995 and December 2012. Stronger real GDP growth rates and higher...

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Bibliografiske detaljer
Hovedforfatter:	Comelli, Fabio
Format:	Tidsskrift
Sprog:	English
Udgivet:	Washington, D.C. : International Monetary Fund, 2014.
Serier:	IMF Working Papers; Working Paper ; No. 2014/065
Online adgang:	Full text available on IMF

Lignende værker

Comparing Parametric and Non-parametric Early Warning Systems for Currency Crises in Emerging Market Economies /
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Udgivet: (2013)

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Udgivet: (1999)

Anticipating Balance of Payments Crises--The Role of Early Warning Systems /
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Udgivet: (2000)

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Udgivet: (2005)

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Multinomial Probit
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Udgivet: (2003)

Currencies and crises /
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Assessing Early Warning Systems : How Have they Worked in Practice? /
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Udgivet: (2004)

Anticipating Arrears to the IMF Early Warning Systems /
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Udgivet: (2003)

Early Warning Systems for Natural Disaster Reduction

Procyclicality and the Search for Early Warning Indicators /
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Udgivet: (2013)

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Udgivet: (1997)

Currency Crises : In Search of Common Elements /
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Udgivet: (2000)

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Udgivet: (2004)

Are Currency Crises Predictable? : A Test /
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Udgivet: (1998)

The IMF-FSB Early Warning Exercise : Design and Methodological Toolkit.
Udgivet: (2010)

Output Response to Currency Crises /
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Udgivet: (2003)

Structural Vulnerabilities and Currency Crises /
af: Ghosh, Swart
Udgivet: (2002)

Leading Indicators of Currency Crises /
af: Kaminsky, Graciela
Udgivet: (1997)

Spreading Currency Crises : The Role of Economic Interdependence /
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Udgivet: (2002)

An Institutional Framework for Comparing Emerging Market Currency Boards /
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Udgivet: (2004)

Speculative Attacks and Currency Crises : The Mexican Experience /
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Udgivet: (1995)

Emerging Market Sovereign Bond Spreads : Estimation and Back-testing /
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Udgivet: (2012)

Trade and Financial Contagion in Currency Crises /
af: Salgado, Ranil
Udgivet: (2000)

A Perspectiveon Predicting Currency Crises /
af: Flood, Robert
Udgivet: (2010)

Currency Crises and Uncertainty About Fundamentals /
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Udgivet: (2002)

Currency Crises and Foreign Reserves : A Simple Model /
af: Disyatat, Piti
Udgivet: (2001)

Chemical and Biological Early Warning Monitoring for Water, Food, and Ground

Early Warning, Timely Response: A Guide to Safe Schools

Exchange Rate Policy and Debt Crises in Emerging Economies /
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Udgivet: (2003)

Fiscal Vulnerability and Financial Crises in Emerging Market Economies /
af: Hemming, Richard
Udgivet: (2003)

Current Account Reversals and Currency Crises : Empirical Regularities /
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Udgivet: (1998)

Monetary Policy in the Aftermath of Currency Crises : The Case of Asia /
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Udgivet: (1998)

Foreign Currency Credit Ratings for Emerging Market Economies /
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Udgivet: (2001)

Why Do Emerging Economies Borrow in Foreign Currency? /
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Udgivet: (2003)

Strategic Warning Intelligence
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A Model of Contagious Currency Crises with Application to Argentina /
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Udgivet: (1999)