Browse

You are looking at 1 - 10 of 10 items :

  • Books and Analytical Papers x
  • Keywords: international trade x
Clear All
Assessing Early Warning Systems

Assessing Early Warning Systems »

Source: Assessing Early Warning Systems : How Have they Worked in Practice?

Volume/Issue: 2004/52

Series: IMF Working Papers

Author(s): Andrew Berg , Eduardo Borensztein , and Catherine Pattillo

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2004

ISBN: 9781451847284

Keywords: vulnerability indicators, crisis prediction, forecasting accuracy, balance of payments crisis, probability, predictions, currency crisis, probabilities, Macroeconomic Aspects of International Trade and Finance: Forecasting and Simulation,

Since 1999, the IMF's staff has been tracking several early-warning-system (EWS) models of currency crisis. The results have been mixed. One of the long-horizon models has performed well relative to pure guesswork...

Currency Crises in Developed and Emerging Market Economies

Currency Crises in Developed and Emerging Market Economies »

Source: Currency Crises in Developed and Emerging Market Economies : A Comparative Empirical Treatment

Volume/Issue: 2005/13

Series: IMF Working Papers

Author(s): Thomson Fontaine

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2005

ISBN: 9781451860320

Keywords: exchange rate, contagion, currency crisis, fixed exchange rate, Macroeconomic Aspects of International Trade and Finance: Forecasting and Simulation,

This paper takes a step in empirically testing the implications of a number of theoretical models that attempt to highlight the dynamics behind currency crises. By focusing on countries with broadly disparate econo...

Did Output Recover From the Asian Crisis?

Did Output Recover From the Asian Crisis? »

Source: Did Output Recover From the Asian Crisis?

Volume/Issue: 2003/48

Series: IMF Working Papers

Author(s): Valerie Cerra , and Sweta Saxena

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2003

ISBN: 9781451846751

Keywords: Crisis, Recovery, Hong Kong, Korea, recessions, asian crisis, recession, probability, probabilities, International Finance: Other

This paper investigates the extent to which output has recovered from the Asian crisis. A regime-switching approach that introduces two state variables is used to decompose recessions in a set of six Asian countrie...

Early Warning Systems

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...

Assessing Early Warning Systems
			: How Have they Worked in Practice?

Assessing Early Warning Systems : How Have they Worked in Practice? »

Volume/Issue: 2004/52

Series: IMF Working Papers

Author(s): Andrew Berg , Eduardo Borensztein , and Catherine Pattillo

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2004

DOI: http://dx.doi.org/10.5089/9781451847284.001

ISBN: 9781451847284

Keywords: vulnerability indicators, crisis prediction, forecasting accuracy, balance of payments crisis, probability, predictions, currency crisis, probabilities, Macroeconomic Aspects of International Trade and Finance: Forecasting and Simulation,

Since 1999, the IMF's staff has been tracking several early-warning-system (EWS) models of currency crisis. The results have been mixed. One of the long-horizon models has performed well relative to pure guesswork...

Currency Crises in Developed and Emerging Market Economies
			: A Comparative Empirical Treatment

Currency Crises in Developed and Emerging Market Economies : A Comparative Empirical Treatment »

Volume/Issue: 2005/13

Series: IMF Working Papers

Author(s): Thomson Fontaine

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2005

DOI: http://dx.doi.org/10.5089/9781451860320.001

ISBN: 9781451860320

Keywords: exchange rate, contagion, currency crisis, fixed exchange rate, Macroeconomic Aspects of International Trade and Finance: Forecasting and Simulation,

This paper takes a step in empirically testing the implications of a number of theoretical models that attempt to highlight the dynamics behind currency crises. By focusing on countries with broadly disparate econo...

Did Output Recover From the Asian Crisis?

Did Output Recover From the Asian Crisis? »

Volume/Issue: 2003/48

Series: IMF Working Papers

Author(s): Valerie Cerra , and Sweta Saxena

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2003

DOI: http://dx.doi.org/10.5089/9781451846751.001

ISBN: 9781451846751

Keywords: Crisis, Recovery, Hong Kong, Korea, recessions, asian crisis, recession, probability, probabilities, International Finance: Other

This paper investigates the extent to which output has recovered from the Asian crisis. A regime-switching approach that introduces two state variables is used to decompose recessions in a set of six Asian countrie...

Early Warning Systems
			: A Survey and a Regime-Switching Approach

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

DOI: http://dx.doi.org/10.5089/9781451845136.001

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...

Malaysian Capital Controls
			: Macroeconomics and Institutions

Malaysian Capital Controls : Macroeconomics and Institutions »

Volume/Issue: 2006/51

Series: IMF Working Papers

Author(s): Natalia Tamirisa , Simon Johnson , Kalpana Kochhar , and Todd Mitton

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2006

DOI: http://dx.doi.org/10.5089/9781451863116.001

ISBN: 9781451863116

Keywords: Asian crisis, political connections, stock price, stock market, stock returns, capital market, Macroeconomic Aspects of International Trade and Finance: General, General Financial Markets: Government Policy and Regulation, Corporate Finance and Governance: General,

We analyze the capital controls imposed in Malaysia in September 1998. In macroeconomic terms, these controls neither yielded major benefits nor were costly. At the same time, the stock market interpreted the capit...

Malaysian Capital Controls

Malaysian Capital Controls »

Source: Malaysian Capital Controls : Macroeconomics and Institutions

Volume/Issue: 2006/51

Series: IMF Working Papers

Author(s): Natalia Tamirisa , Simon Johnson , Kalpana Kochhar , and Todd Mitton

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2006

ISBN: 9781451863116

Keywords: Asian crisis, political connections, stock price, stock market, stock returns, capital market, Macroeconomic Aspects of International Trade and Finance: General, General Financial Markets: Government Policy and Regulation, Corporate Finance and Governance: General,

We analyze the capital controls imposed in Malaysia in September 1998. In macroeconomic terms, these controls neither yielded major benefits nor were costly. At the same time, the stock market interpreted the capit...