Predicting Currency Crises, the Ultimate Significance of Macroeconomic Fundamentals in Linear Specifications with Nonlinear Extensions
- 1 January 2001
- preprint
- Published by Elsevier in SSRN Electronic Journal
Abstract
Informative content of macroeconomic fundamentals with respect to currency crisis prediction is reassessed for the period of 1990s on the panel of 46 developedKeywords
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