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Currency Crises

Currency Crises »

Source: Currency Crises : In Search of Common Elements

Volume/Issue: 2000/67

Series: IMF Working Papers

Author(s): Ranil Salgado , Jahangir Aziz , and Francesco Caramazza

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2000

ISBN: 9781451848892

Keywords: Currency Crises, outliers, banking crises, standard deviations, standard deviation

The paper seeks to identify common characteristics among a variety of macroeconomic and financial variables for a large sample of currency crises in industrial countries and emerging market economies. It covers cri...

A Perspectiveon Predicting Currency Crises

A Perspectiveon Predicting Currency Crises »

Source: A Perspectiveon Predicting Currency Crises

Volume/Issue: 2010/227

Series: IMF Working Papers

Author(s): Robert Flood , Juan Yepez , and Nancy Marion

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2010

ISBN: 9781455208920

Keywords: Speculative attacks, fixed exchange rate, Monte Carlo, probabilities, standard deviation, probability, correlation,

Currency crises are difficult to predict. It could be that we are choosing the wrong variables or using the wrong models or adopting measurement techniques not up to the task. We set up a Monte Carlo experiment des...

How Intensive Is Competition in the Emerging Markets? An Analysis of Corporate Rates of Return from Nine Emerging Markets

How Intensive Is Competition in the Emerging Markets? An Analysis of Corporate Rates of Return from Nine Emerging Markets »

Source: How Intensive Is Competition in the Emerging Markets? An Analysis of Corporate Rates of Return from Nine Emerging Markets

Volume/Issue: 1999/32

Series: IMF Working Papers

Author(s): Ajit Singh , Rudolph Matthias , and Jack Glen

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 1999

ISBN: 9781451845099

Keywords: Corporate Rates of Return, Intensity of Competition, Emerging Markets, standard deviation, equation, statistic

This large empirical study of corporate profitability in emerging markets during the 1980s and 1990s measures the intensity of competition. Data on corporate rates of return, profit margins, and output-capital rati...

What Determines Long-Run Macroeconomic Stability? Democratic Institutions

What Determines Long-Run Macroeconomic Stability? Democratic Institutions »

Source: What Determines Long-Run Macroeconomic Stability? Democratic Institutions

Volume/Issue: 2004/215

Series: IMF Working Papers

Author(s): Arvind Subramanian , and Shanker Satyanath

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2004

ISBN: 9781451875072

Keywords: Macroeconomic instability, political institutions, openness, conflict, inflation, estimation method, statistics, standard deviation, macroeconomic stability, opennes,

We examine the deep determinants of long-run macroeconomic stability in a cross-country framework. We find that conflict, openness, and democratic political institutions have a strong and statistically significant...

Regional Convergence in Latin America

Regional Convergence in Latin America »

Source: Regional Convergence in Latin America

Volume/Issue: 2006/125

Series: IMF Working Papers

Author(s): Bennett Sutton , Genevieve Lindow , Maria Isabel Serra , Gustavo Ramirez , and Maria Fernanda Pazmino

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2006

ISBN: 9781451863857

Keywords: growth, convergence, regional disparities, standard deviation, trade liberalization, conditional convergence, equation, correlation, Economywide Country Studies: Oceania, Regional Economic Activity: Growth

This paper presents empirical evidence on convergence of per capita output for regions within six large middle-income Latin American countries: Argentina, Brazil, Chile, Colombia, Mexico, and Peru. It explores the...

Currency Crises
			: In Search of Common Elements

Currency Crises : In Search of Common Elements »

Volume/Issue: 2000/67

Series: IMF Working Papers

Author(s): Ranil Salgado , Jahangir Aziz , and Francesco Caramazza

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2000

DOI: http://dx.doi.org/10.5089/9781451848892.001

ISBN: 9781451848892

Keywords: Currency Crises, outliers, banking crises, standard deviations, standard deviation

The paper seeks to identify common characteristics among a variety of macroeconomic and financial variables for a large sample of currency crises in industrial countries and emerging market economies. It covers cri...

A Perspectiveon Predicting Currency Crises

A Perspectiveon Predicting Currency Crises »

Volume/Issue: 2010/227

Series: IMF Working Papers

Author(s): Robert Flood , Juan Yepez , and Nancy Marion

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2010

DOI: http://dx.doi.org/10.5089/9781455208920.001

ISBN: 9781455208920

Keywords: Speculative attacks, fixed exchange rate, Monte Carlo, probabilities, standard deviation, probability, correlation,

Currency crises are difficult to predict. It could be that we are choosing the wrong variables or using the wrong models or adopting measurement techniques not up to the task. We set up a Monte Carlo experiment des...

How Intensive Is Competition in the Emerging Markets? An Analysis of Corporate Rates of Return from Nine Emerging Markets

How Intensive Is Competition in the Emerging Markets? An Analysis of Corporate Rates of Return from Nine Emerging Markets »

Volume/Issue: 1999/32

Series: IMF Working Papers

Author(s): Ajit Singh , Rudolph Matthias , and Jack Glen

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 1999

DOI: http://dx.doi.org/10.5089/9781451845099.001

ISBN: 9781451845099

Keywords: Corporate Rates of Return, Intensity of Competition, Emerging Markets, standard deviation, equation, statistic

This large empirical study of corporate profitability in emerging markets during the 1980s and 1990s measures the intensity of competition. Data on corporate rates of return, profit margins, and output-capital rati...

What Determines Long-Run Macroeconomic Stability? Democratic Institutions

What Determines Long-Run Macroeconomic Stability? Democratic Institutions »

Volume/Issue: 2004/215

Series: IMF Working Papers

Author(s): Arvind Subramanian , and Shanker Satyanath

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2004

DOI: http://dx.doi.org/10.5089/9781451875072.001

ISBN: 9781451875072

Keywords: Macroeconomic instability, political institutions, openness, conflict, inflation, estimation method, statistics, standard deviation, macroeconomic stability, opennes,

We examine the deep determinants of long-run macroeconomic stability in a cross-country framework. We find that conflict, openness, and democratic political institutions have a strong and statistically significant...

Regional Convergence in Latin America

Regional Convergence in Latin America »

Volume/Issue: 2006/125

Series: IMF Working Papers

Author(s): Bennett Sutton , Genevieve Lindow , Maria Isabel Serra , Gustavo Ramirez , and Maria Fernanda Pazmino

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2006

DOI: http://dx.doi.org/10.5089/9781451863857.001

ISBN: 9781451863857

Keywords: growth, convergence, regional disparities, standard deviation, trade liberalization, conditional convergence, equation, correlation, Economywide Country Studies: Oceania, Regional Economic Activity: Growth

This paper presents empirical evidence on convergence of per capita output for regions within six large middle-income Latin American countries: Argentina, Brazil, Chile, Colombia, Mexico, and Peru. It explores the...