IMF Publications by Author
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Fabio Comelli:
2016
Title: To Bet or Not to Bet : Copper Price Uncertainty and Investment in Chile
Series: Working Paper No. 16/218
Date: November 15, 2016
Subject: Chile Commodity prices Copper Exchange rates Investment Options Vector autoregression
2015
Title: Estimation and out-of-sample Prediction of Sudden Stops : Do Regions of Emerging Markets Behave Differently from Each Other?
Series: Working Paper No. 15/138
Date: June 25, 2015
Subject: Capital flows Cross country analysis Emerging markets International finance Parameter estimation Regional economics Sensitivity analysis Sudden stops
2014
Title: Comparing the Performance of Logit and Probit Early Warning Systems for Currency Crises in Emerging Market Economies
Series: Working Paper No. 14/65
Date: April 17, 2014
Subject: Cross country analysis Currency crises Early warning systems Emerging markets Exchange markets Financial crisis Foreign exchange reserves International finance Time series
2013
Title: Comparing Parametric and Non-parametric Early Warning Systems for Currency Crises in Emerging Market Economies
Series: Working Paper No. 13/134
Date: May 30, 2013
Subject: Early warning systems Emerging markets Foreign exchange International finance
2012
Title: Emerging Market Sovereign Bond Spreads : Estimation and Back-testing
Series: Working Paper No. 12/212
Date: August 1, 2012
Subject: Bonds Economic models Emerging markets Sovereign debt