Knedlik, Tobias; Scheufele, Rolf - Institut für Wirtschaftsforschung Halle (IWH) - 2007
. Employing a Markov-regime-switching approach also allows to predict the out-of-sample crisis. The answer to the question of … approach, Probit approach,
Markov regime switching approach, South Arica
JEL: C14, C22, C53, E47, F31, F37
IWH … approaches and the Markov-regime-switching approach as methods of
forecasting currency crises. In Section 3 the methods are …
