Forecasting currency crises: Which methods signaled the south african crisis of June 2006?

South African Journal of Economics

Volumn 76, Issue 3, 2008, Pages 367-383

  Knedlik, Tobias ^a   Scheufele, Rolf ^a  

^a HALLE INSTITUTE FOR ECONOMIC RESEARCH   (Germany)

Author keywords

Currency crises; Forecasting; Markov regime switching approach; Probit approach; Signal sapproach; South Africa

Indexed keywords

CURRENCY; FINANCIAL CRISIS; FORECASTING METHOD; MARKOV CHAIN; NUMERICAL METHOD; NUMERICAL MODEL;

AFRICA; SOUTH AFRICA; SOUTHERN AFRICA; SUB-SAHARAN AFRICA;

EID: 55949092046     PISSN: 00382280     EISSN: 18136982     Source Type: Journal    
DOI: 10.1111/j.1813-6982.2008.00206.x     Document Type: Article

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