Predicting Sovereign Debt Crises /

We develop an early-warning model of sovereign debt crises. A country is defined to be in a debt crisis if it is classified as being in default by Standard and Poor's, or if it has access to nonconcessional IMF financing in excess of 100 percent of quota. By means of logit and binary recursive...

Полное описание

Библиографические подробности
Главный автор: Schimmelpfennig, Axel
Другие авторы: Manasse, Paolo, Roubini, Nouriel
Формат: Журнал
Язык:English
Опубликовано: Washington, D.C. : International Monetary Fund, 2003.
Серии:IMF Working Papers; Working Paper ; No. 2003/221
Online-ссылка:Full text available on IMF