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  • Search: subject:"probability error"
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Subject
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Devaluation 1 Economic forecasting 1 Forecasting models 1 absolute error 1 absolute errors 1 banking crises 1 capital mobility 1 constant term 1 correlation 1 correlations 1 counting 1 crisis episodes 1 crisis probabilities 1 crisis probability 1 currency crises 1 currency crisis 1 empirical methods 1 equation 1 estimation method 1 estimation procedure 1 financial crisis 1 fitted value 1 forecasting 1 free parameter 1 functional form 1 independent variables 1 least squares regression 1 linear regression 1 logit analysis 1 nonlinearity 1 pre-crisis 1 predictions 1 probabilities 1 probability 1 probability density 1 probability distribution 1 probability error 1 probability function 1 random walk 1 sample mean 1
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Free 1
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Book / Working Paper 1
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English 1
Author
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Flood, Robert P. 1 Marion, Nancy P. 1 Yepez, Juan 1
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International Monetary Fund (IMF) 1
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IMF Working Papers 1
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A Perspectiveon Predicting Currency Crises
Flood, Robert P.; Yepez, Juan; Marion, Nancy P. - International Monetary Fund (IMF) - 2010
Currency crises are difficult to predict. It could be that we are choosing the wrong variables or using the wrong models or adopting measurement techniques not up to the task. We set up a Monte Carlo experiment designed to evaluate the measurement techniques. In our study, the methods are given...
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