Search Results
The Challenge of Predicting Economic Crises »
Series: Economic Issues
Author(s): Catherine Pattillo , and Andrew Berg
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 11 September 2000
DOI: http://dx.doi.org/10.5089/9781557758842.051
ISBN: 9781557758842
Keywords: early warning, warning system, early warning system, financial markets, currency crises
The integration of financial markets around the world over the past decade has posed new challenges for policymakers. The speed with which money can be switched in and out of currencies and countries has increased...
Predicting Economic Crises: An Early Warning System »
Source: The Challenge of Predicting Economic Crises
Series: Economic Issues
Author(s): Catherine Pattillo , and Andrew Berg
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 11 September 2000
ISBN: 9781557758842
Keywords: early warning, warning system, early warning system, financial markets, currency crises
The integration of financial markets around the world over the past decade has posed new challenges for policymakers. The speed with which money can be switched in and out of currencies and countries has inc...
L'art difficile de prévoir les crises économiques »
Series: Economic Issues
Author(s): Catherine Pattillo , and Andrew Berg
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 06 February 2001
Language: French
DOI: http://dx.doi.org/10.5089/9781557758859.051
ISBN: 9781557758859
Keywords: early warning, warning system, early warning system, financial markets, currency crises, international reserves, international financial markets, overvaluation, financial institutions, real exchange rate overvaluation
The integration of financial markets around the world over the past decade has posed new challenges for policymakers. The speed with which money can be switched in and out of currencies and countries has increased...
Back Matter »
Source: The Challenge of Predicting Economic Crises
Series: Economic Issues
Author(s): Catherine Pattillo , and Andrew Berg
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 11 September 2000
ISBN: 9781557758842
Keywords: early warning, warning system, early warning system, financial markets, currency crises
The integration of financial markets around the world over the past decade has posed new challenges for policymakers. The speed with which money can be switched in and out of currencies and countries has increased...
Currency and Banking Crises »
Source: Currency and Banking Crises : The Early Warnings of Distress
Volume/Issue: 1999/178
Series: IMF Working Papers
Author(s): Graciela Kaminsky
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 December 1999
ISBN: 9781451858938
Keywords: Early Warnings, Currency Crises, Banking Crises, banking, financial crises, banking crisis
The abruptness and virulence of the 1997 Asian crises have led many to claim that these crises are of a new breed and were thus unforecastable. This paper examines 102 financial crises in 20 countries and concludes...
Front Matter »
Source: The Challenge of Predicting Economic Crises
Series: Economic Issues
Author(s): Catherine Pattillo , and Andrew Berg
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 11 September 2000
ISBN: 9781557758842
Keywords: early warning, warning system, early warning system, financial markets, currency crises
The integration of financial markets around the world over the past decade has posed new challenges for policymakers. The speed with which money can be switched in and out of currencies and countries has increased...
Predicting Sovereign Debt Crises »
Source: Predicting Sovereign Debt Crises
Volume/Issue: 2003/221
Series: IMF Working Papers
Author(s): Axel Schimmelpfennig , Nouriel Roubini , and Paolo Manasse
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 November 2003
ISBN: 9781451875256
Keywords: Early-warning system, sovereign debt crises, sovereign default, debt crisis, external debt, debt crises, short-term debt, currency crisis, General Outlook and Conditions, Forecasting and Other Model Applications
We develop an early-warning model of sovereign debt crises. A country is defined to be in a debt crisis if it is classified as being in default by Standard & Poor's, or if it has access to nonconcessional IMF finan...
Prévoir les crises économiques: un système d’alerte avancée »
Source: L'art difficile de prévoir les crises économiques
Series: Economic Issues
Author(s): Catherine Pattillo , and Andrew Berg
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 06 February 2001
Language: French
ISBN: 9781557758859
Keywords: early warning, warning system, early warning system, financial markets, currency crises, international reserves, international financial markets, overvaluation, financial institutions, real exchange rate overvaluation
L’intégration des marchés financiers mondiaux au cours de la décennie passée confronte les responsables publics à des difficultés nouvelles. La vitesse à laquelle l’argent peut se d...
Rating the Rating Agencies »
Source: Rating the Rating Agencies : Anticipating Currency Crises or Debt Crises?
Volume/Issue: 2003/122
Series: IMF Working Papers
Author(s): Amadou Sy
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 June 2003
ISBN: 9781451854510
Keywords: Crisis, distress, early-warning systems, probability of default, ratings, currency crises, currency crisis, debt crises, bond, sovereign default
In contrast to the early-warning system literature, we find that currency and debt crises are not closely linked in emerging markets. We find that after 1994, credit ratings predict debt crises but fail to anticipa...
Early Warning Systems »
Source: Early Warning Systems : A Survey and a Regime-Switching Approach
Volume/Issue: 2003/32
Series: IMF Working Papers
Author(s): Abdul Abiad
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 February 2003
ISBN: 9781451845136
Keywords: Currency crisis, early warning system, regime switching, Markov switching, probability, probabilities, currency crises, asian crisis, contagion, Forecasting and Other Model Applications
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 an...