Read Predicting Sovereign Debt Crises

Predicting Sovereign Debt Crises

Paolo Manasse

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Description: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 tree analysis, we identify macroeconomic variables reflecting solvency and liquidity factors that predict a debt-crisis episode one year in advance. The logit model predicts 74 percent of all crises entries while sending few false alarms, and the recursive tree 89 percent while sending more false alarms.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Predicting Sovereign Debt Crises. To get started finding Predicting Sovereign Debt Crises, you are right to find our website which has a comprehensive collection of manuals listed.
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Pages: 42

Format: PDF, EPUB & Kindle Edition

Publisher: Not Avail

Release: 2003

ISBN: 6613822892

Description: 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 tree analysis, we identify macroeconomic variables reflecting solvency and liquidity factors that predict a debt-crisis episode one year in advance. The logit model predicts 74 percent of all crises entries while sending few false alarms, and the recursive tree 89 percent while sending more false alarms.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Predicting Sovereign Debt Crises. To get started finding Predicting Sovereign Debt Crises, you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.

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Predicting Sovereign Debt Crises

Predicting Sovereign Debt Crises

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