Debt Dilution and Sovereign Default Risk (JPE 2016)

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Authors Title Journal Year Edition Pages JEL Codes Keywords
Juan Carlos Hatchondo, Leonardo Martinez, César Sosa-Padilla Debt Dilution and Sovereign Default Risk JPE 2016 5 1383–422 F34, F41 Business cycles, Financial institutions, Financial markets

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
1 - accessible on journal website - 1 - accessible on journal website Hodrick-Prescott filter - Banco de España, quarterly real GDP data from Spain ranging from the first quarter of 1960 to the first quarter of 2013, US National Income and Product Account (NIPA), second quarter of 1952 to the fourth quarter of 2005, US consumption from, US Bureau of Economic Analysis (BEA), consumption, income, and trade balance from, Haver Analytics, bob-yields from, Bloomberg, government debt and the ratio of debt obligations maturing within the next year is, Government Statistics Database of, European Central Bank, source for government debt duration, JP Morgan Spain, USA Fortran, MATLAB

Replication of this study

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement


DOI: 10.1086/688081 IDEAS: a/ucp/jpolec/doi10.1086-688081.html EconPapers: RePEc:ucp:jpolec:doi:10.1086/688081

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