Comparing Parametric and Non-parametric Early Warning Systems for Currency Crises in Emerging Market Economies

WP/13/134

Comparing Parametric and Non-parametric Early Warning Systems for Currency Crises in Emerging Market Economies
The purpose of this paper is to compare in-sample and out-of-sample performances of three parametric and non-parametric early warning systems (EWS) for currency crises in emerging market economies (EMs). The parametric EWS achieves superior out-of-sample results compared to the non-parametric EWS, as the total misclassification error of the... READ MORE...

Publication date: May 2013
ISBN 9781484300589
$18.00

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Publication date: May 2013

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Publication date: May 2013

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