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Title:Mis-Leading Indicators? The Argentinean Currency Crisis PDF Logo
Authors:Plata, Patricia Alvarez
Schrooten, Mechthild
Issue Date:2003
Series/Report no.:DIW-Diskussionspapiere 327
Abstract:Despite the fact that Argentina has been suffering from recession for years the timing and severity of the recent currency crisis has surprised most observers. This paper analyzes whether the ?early warning? or ?signals? approach of Kaminsky (1998), Kaminsky/Lizondo/Reinhart (1998) and Kaminsky/Reinhart (1999) could have predicted the Argentinean currency crisis at an earlier point in time. Using a broad set of indicators, it is shown that the forecasting quality of this approach was poor in the case of Argentina.
Subjects:Currency Crisis
Early Warning Systems
JEL:F31
F47
Document Type:Working Paper
Appears in Collections:DIW-Diskussionspapiere
Publikationen von Forscherinnen und Forschern des DIW

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