Berg, Andrew; Borensztein, Eduardo; Pattillo, Catherine - In: IMF Staff Papers 52 (2005), pp. 5-5
Since 1999, IMF staff have been tracking several early warning system (EWS) models of currency crisis. The results have been mixed. One of the long-horizon models has performed well relative to pure guesswork and to available non-model-based forecasts, such as agency ratings and private...
