We would like to thank two referees, the editor (Ken West), Lutz Kilian, Oscar Jorda, Steve Radchenko, Alessandro Tarozzi, and seminar participants at the 2004 Conference on Forecasting at Duke, University of California-Riverside, and the 2005 Econometric Society Winter Meetings for comments. Pedro Duarte and Viktor Todorov provided skilled research assistance.
Monitoring and Forecasting Currency Crises
Article first published online: 29 MAR 2008
©2008 The Ohio State University
Journal of Money, Credit and Banking
Volume 40, Issue 2-3, pages 523–534, March/April 2008
How to Cite
INOUE, A. and ROSSI, B. (2008), Monitoring and Forecasting Currency Crises. Journal of Money, Credit and Banking, 40: 523–534. doi: 10.1111/j.1538-4616.2008.00125.x
- Issue published online: 29 MAR 2008
- Article first published online: 29 MAR 2008
- Received October 24, 2005; and accepted in revised form December 29, 2006.
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