Knedlik, Tobias; Scheufele, Rolf - Institut für Wirtschaftsforschung Halle (IWH) - 2007
In this paper we test the ability of three of the most popular methods to forecast the South African currency crisis of June 2006. In particular we are interested in the out-ofsample performance of these methods. Thus, we choose the latest crisis to conduct an out-of-sample experiment. In sum,...