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...

Повний опис

Бібліографічні деталі
Автор: Schimmelpfennig, Axel
Інші автори: Manasse, Paolo, Roubini, Nouriel
Формат: Журнал
Мова:English
Опубліковано: Washington, D.C. : International Monetary Fund, 2003.
Серія:IMF Working Papers; Working Paper ; No. 2003/221
Онлайн доступ:Full text available on IMF