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The challenge of predicting currency crises : how do definition and probability threshold choice make a difference?

Emin, Dogus; Aytac, Aysegul - In: Eurasian economic review : a journal in applied … 6 (2016) 2, pp. 195-213

Persistent link: https://www.econbiz.de/10011587641

Sovereign default forecasting in the era of the COVID-19 crisis

Kristóf, Tamás - In: Journal of risk and financial management : JRFM 14 (2021) 10, pp. 1-24

-homogeneous Markov chain method as the basis for a COVID-19-related sovereign default risk forecast model. It demonstrates the estimation …

Persistent link: https://www.econbiz.de/10012792441

Une comparaison des prévisions des experts à celles issues des modèles BVAR

Lardic, Sandrine; Mpacko Priso, Auguste - In: Economie & prévision : EP (1999) 4/5, pp. 161-180

Persistent link: https://www.econbiz.de/10001491011

The impact of uncertainty on professional exchange rate forecasts

Beckmann, Joscha; Czudaj, Robert - 2016

This paper analyzes the role of uncertainty on both exchange rate expectations and forecast errors of professionals for … Bayesian VAR approach, we observe that effects on forecast errors of professionals turn out to be more significant compared to …