User's Guide to an Early Warning System for Macroeconmic Vulnerability in Latin American Countries
Models for an early warning system do a good job predicting vulnerability to macroeconomic crises in several Latin American countries.
What people are saying - Write a review
We haven't found any reviews in the usual places.
Other editions - View all
1.5 standard deviations 24-month window prior aggregation ARIMA model Arima residuals model Autoregressive Conditional Heteroskedastic behavior Brazil chartist and ARIMA Chile composite index computed Crisis Arima residuals Crisis Chartist model dashed line exceeds deviations from trend domestic credit growth DT model error Noise/Signal ratio exceeds the solid GARCH Granger causality tests Graph Herrera and Garcia Hodrick-Prescott filter IMVEQ Index of Speculative indicator is positive inflation informative variable Kaminsky Kaminsky's LAC Countries Lizondo Macro Vulnerability Preceding mean plus 1.5 Mexican Crisis Mexico Model Selection model that minimizes moving average November 1999 November Peru Policy Research procedure Reinhart Research Working Paper Residuals Residuals Residuals Residuals Simple Simple sample period signal is flashed signaling device signals issued Signals of Macro simple Granger causality Simple model Simple Residuals Simple Speculative Pressure ISP stock market prices sub-samples summarizes Tabada Table threshold Type I error Type I Type white noise World Bank