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Anticipating Balance of Payments Crises--The Role of Early Warning Systems
			: The Role of Early Warning Systems

Anticipating Balance of Payments Crises--The Role of Early Warning Systems : The Role of Early Warning Systems »

Series: Occasional Papers

Author(s): Catherine Pattillo , Andrew Berg , Gian Milesi-Ferretti , and Eduardo Borensztein

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 24 January 2000

DOI: http://dx.doi.org/10.5089/9781557758286.084

ISBN: 9781557758286

Keywords: currency crises, probability, balance of payments, contagion, currency crisis

Recent years have witnessed an increase in the frequency of currency and balance of payments crises in developing countries. More important, the crises have become more virulent, have caused widespread disruption t...

The Macroeconomic Effects of Capital Controls and the Stabilization of the Balance of Trade

The Macroeconomic Effects of Capital Controls and the Stabilization of the Balance of Trade »

Source: The Macroeconomic Effects of Capital Controls and the Stabilization of the Balance of Trade

Volume/Issue: 1990/109

Series: IMF Working Papers

Author(s): Enrique Mendoza

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 1990

ISBN: 9781451946055

Keywords: capital controls, capital stock, probability distribution, domestic capital, standard deviation

A dynamic stochastic equilibrium model of a small open economy is used to quantify the macroeconomic effects of introducing capital controls to stabilize the balance of trade. This model focuses on the role of inte...

Exchange Market Pressures and Speculative Capital Flows in Selected European Countries

Exchange Market Pressures and Speculative Capital Flows in Selected European Countries »

Source: Exchange Market Pressures and Speculative Capital Flows in Selected European Countries

Volume/Issue: 1994/21

Series: IMF Working Papers

Author(s): Ceyla Pazarbasioglu , and Inci Ötker

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 1994

ISBN: 9781451921571

Keywords: exchange rate, probability, foreign exchange, equation, fixed exchange rate

This paper estimates a speculative attack model of currency crises in an attempt to identify the roles of macroeconomic fundamentals and speculative market pressures in the recent crisis, as well as earlier devalua...

II What Causes Balance of Payments Crises?

II What Causes Balance of Payments Crises? »

Source: Anticipating Balance of Payments Crises--The Role of Early Warning Systems : The Role of Early Warning Systems

Series: Occasional Papers

Author(s): Catherine Pattillo , Andrew Berg , Gian Milesi-Ferretti , and Eduardo Borensztein

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 24 January 2000

ISBN: 9781557758286

Keywords: currency crises, probability, balance of payments, contagion, currency crisis

The sudden collapse of exchange rate pegs in the absence of an immediate major change in economic fundamentals can seem a clear proof of irrationality in foreign exchange markets. An important contribution o...

Are Immigrant Remittance Flows a Source of Capital for Development?

Are Immigrant Remittance Flows a Source of Capital for Development? »

Source: IMF Staff Papers, Volume 52, No. 1

Volume: 52

Series: IMF Staff Papers

Author(s): International Monetary Fund. Research Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 18 April 2005

ISBN: 9781589064195

Keywords: recessions, recession, asian crisis, probability, probabilities, Capital Stock, Convergence (economics), Correlation (statistics), Decomposition Method, Economic Development. Econometric Models

This first issue of IMF Staff Papers for 2005 contains 7 papers that discuss: whether output recovered after the Asian crisis; the value of a country's trading partners to its own economic growth; whether interdepe...

Challenging the Empirical Evidence From Present Value Models of the Current Account

Challenging the Empirical Evidence From Present Value Models of the Current Account »

Source: Challenging the Empirical Evidence From Present Value Models of the Current Account

Volume/Issue: 2004/106

Series: IMF Working Papers

Author(s): Jacques Miniane , and Benoît Mercereau

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2004

ISBN: 9781451852929

Keywords: present value model, model evaluation, correlation, probability, covariance, statistic, Bayesian Analysis, Model Evaluation and Selection, Open Economy Macroeconomics,

Under near-singularity conditions typically generated by persistence in current account data the predictions of present value models become extremely sensitive to small sample estimation error. Moreover, traditiona...

The Macroeconomic Effects of Capital Controls and the Stabilization of the Balance of Trade

The Macroeconomic Effects of Capital Controls and the Stabilization of the Balance of Trade »

Volume/Issue: 1990/109

Series: IMF Working Papers

Author(s): Enrique Mendoza

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 1990

DOI: http://dx.doi.org/10.5089/9781451946055.001

ISBN: 9781451946055

Keywords: capital controls, capital stock, probability distribution, domestic capital, standard deviation

A dynamic stochastic equilibrium model of a small open economy is used to quantify the macroeconomic effects of introducing capital controls to stabilize the balance of trade. This model focuses on the role of inte...

Exchange Market Pressures and Speculative Capital Flows in Selected European Countries

Exchange Market Pressures and Speculative Capital Flows in Selected European Countries »

Volume/Issue: 1994/21

Series: IMF Working Papers

Author(s): Ceyla Pazarbasioglu , and Inci Ötker

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 1994

DOI: http://dx.doi.org/10.5089/9781451921571.001

ISBN: 9781451921571

Keywords: exchange rate, probability, foreign exchange, equation, fixed exchange rate

This paper estimates a speculative attack model of currency crises in an attempt to identify the roles of macroeconomic fundamentals and speculative market pressures in the recent crisis, as well as earlier devalua...

Challenging the Empirical Evidence From Present Value Models of the Current Account

Challenging the Empirical Evidence From Present Value Models of the Current Account »

Volume/Issue: 2004/106

Series: IMF Working Papers

Author(s): Jacques Miniane , and Benoît Mercereau

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2004

DOI: http://dx.doi.org/10.5089/9781451852929.001

ISBN: 9781451852929

Keywords: present value model, model evaluation, correlation, probability, covariance, statistic, Bayesian Analysis, Model Evaluation and Selection, Open Economy Macroeconomics,

Under near-singularity conditions typically generated by persistence in current account data the predictions of present value models become extremely sensitive to small sample estimation error. Moreover, traditiona...