| Description |
1 online resource (35 pages) : illustrations |
| Series |
IMF working paper, 2227-8885 ; WP/03/18 |
|
IMF working paper ; WP/03/18.
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| Summary |
This paper attempts to predict the incidence of arrears to the International Monetary Fund (IMF) by modifying and applying two of the major early warning systems for currency crises: the "signals" approach proposed by Kaminsky, Lizondo, and Reinhart (1997) and the probit-based alternative developed by Berg and Pattillo (1998). The results, based on both in-sample and out-of-sample tests, appear encouraging. While the unique nature of IMF arrears poses some challenges, the models could be useful tools for identifying countries at high risk of incurring arrears to the IMF |
| Bibliography |
Includes bibliographical references (pages 34-35) |
| Notes |
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. http://purl.oclc.org/DLF/benchrepro0212 MiAaHDL |
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English |
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digitized 2010 HathiTrust Digital Library committed to preserve pda MiAaHDL |
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Print version record |
| Subject |
International Monetary Fund.
|
| SUBJECT |
International Monetary Fund fast |
| Subject |
Financial crises -- Forecasting -- Econometric models
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Loans, Foreign.
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Default (Finance)
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Country risk.
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Loans, Foreign -- Econometric models
|
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Default (Finance) -- Econometric models
|
|
Loans, Foreign -- Econometric models
|
|
Default (Finance) -- Econometric models
|
|
Country risk
|
|
Default (Finance)
|
|
Loans, Foreign
|
| Form |
Electronic book
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| Author |
International Monetary Fund. Treasurer's Department.
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| ISBN |
1451891512 |
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9781451891515 |
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1281604496 |
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9781281604491 |
|
9781451843668 |
|
1451843666 |
|
1462321836 |
|
9781462321834 |
|
1452764425 |
|
9781452764429 |
|
9786613785183 |
|
6613785180 |
|
