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This paper evaluates three models for predicting currency crises that were proposed before 1997. The idea is to answer the question: if we had been using these models in late 1996, how well armed would we have been to predict the Asian crisis? The results are mixed but somewhat encouraging. One model, and our modifications to it, provide useful forecasts, at least compared with a naive benchmark. The head-to-head comparison also sheds light on the economics of currency crises, the nature of the Asian crisis, and issues in the empirical modeling of currency crises.
Are Currency Crises Predictable? A Test Related Books
This paper evaluates three models for predicting currency crises that were proposed before 1997. The idea is to answer the question: if we had been using these
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
This paper studies whether exchange rate expectations and overvaluations are predictors of currency crises. The results suggest that overvaluation has predictiv
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
"Markets have had limited success predicting crises and might do better by drawing on private information available to resident enterprise managers, who seem to