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Schimmelpfennig, Axel - 2003

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 & 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...

Persistent link: https://www.econbiz.de/10014403985

Sovereign credit ratings in the European Union : a model-based fiscal analysis

Polito, Vito; Wickens, Michael R. - 2013

Persistent link: https://www.econbiz.de/10010193258

Predictability in emerging sovereign debt markets

Jostova, Gergana - In: The journal of business : B 79 (2006) 2, pp. 527-565

Persistent link: https://www.econbiz.de/10003310317

Systemic bias of IMF reserve and debt forecasts for program countries

Eicher, Theo S.; Kawai, Reina - In: International journal of forecasting 40 (2024) 3, pp. 985-1001

Persistent link: https://www.econbiz.de/10014547232

Nationale Verschuldungsfähigkeit : eine strategische Analyse am Beispiel hochverschuldeter Länder

Mack, Eduard - 1997

Persistent link: https://www.econbiz.de/10001365867

Predicting fiscal crises

Cerovic, Svetlana; Gerling, Kerstin; Hodge, Andrew; … - 2018

This paper identifies leading indicators of fiscal crises based on a large sample of countries at different stages of development over 1970-2015. Our results are robust to different methodologies and sample periods. Previous literature on early warning sistems (EWS) for fiscal crises is scarce...