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...

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Bibliografske podrobnosti
Glavni avtor: Schimmelpfennig, Axel
Drugi avtorji: Manasse, Paolo, Roubini, Nouriel
Format: Revija
Jezik:English
Izdano: Washington, D.C. : International Monetary Fund, 2003.
Serija:IMF Working Papers; Working Paper ; No. 2003/221
Online dostop:Full text available on IMF