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Financial market perceptions of recession risk
King, Thomas B.; Levin, Andrew T.; Perli, Roberto - 2007
Persistent link: https://www.econbiz.de/10003828308
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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
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Predicting Sovereign Debt Crises
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
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Where is U.S. Sovereign Debt Heading? A Forecasting Model
Menon, Murali - 2014
We develop a debt-to-GDP forecasting framework incorporating the classical debt accounting relationship relating the debt-to-GDP ratio to its previous period value, the growth rate of the economy, the government cost of debt service, and the primary balance. We present a linearization of the...
Persistent link: https://www.econbiz.de/10013061008
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Essays on inflation forecast-based rules, robust policies and sovereign debt
Rodriguez, Arnulfo - 2004
Persistent link: https://www.econbiz.de/10003550199
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A mathematical model for predicting debt repayment : a technical note
Wijewardhana, Udani A. - In: Australasian accounting business and finance journal : AABF 12 (2018) 3, pp. 107-115
Persistent link: https://www.econbiz.de/10011921995
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Quantifizierung von Souveränrisiken
Maltritz, Dominik - 2006
Persistent link: https://www.econbiz.de/10003336000
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Sovereign risk indices and Bayesian theory averaging
Lenkoski, Alex; Aanes, Fredrik L. - In: Econometrics : open access journal 8 (2020) 2/22, pp. 1-24
theories are imperfectly captured quantitatively. A number of different proxies are often collected for a given theory and the … generalizability of the theory index our framework assumes a collection of outcome equations. We accommodate a flexible set of … occurs on the outcome level, allowing for theories to be differentially valid. Our focus is on creating a set of theory …
Persistent link: https://www.econbiz.de/10012265454
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Accuracy and speed of the solution methods for sovereign default models : the stable performance of the Tauchen method and cubic spline interpolation
Yamazaki, Takefumi - In: Public policy review 14 (2018) 4, pp. 641-662
Persistent link: https://www.econbiz.de/10011904652
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Predicting winners in civil wars
Haber, Stephen H.; Mitchener, Kris; Oosterlinck, Kim; … - 2014
Persistent link: https://www.econbiz.de/10010409064