Quantitative properties of sovereign default models: solution methods (RED 2010)

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(Add Hatchondo Entry)
 
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| Pages = 690 - 712
 
| Pages = 690 - 712
 
| JEL CODES = E32, E43, F34, O11, O19
 
| JEL CODES = E32, E43, F34, O11, O19
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| Keywords =
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| Replication type =
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| Replication result [refer to replication type 1 and 2] =
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| Raw data =
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| Call into question =
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| Authors statement =
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}}
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| Authors = Mark Aguiar, Gita Gopinath
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| Title = Defaultable debt, interest rates and the current account
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| Journal = Journal of International Economics
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| Year = 2006
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| Edition = 69
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| Pages = 64-83
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| JEL CODES =
 
| Keywords =
 
| Keywords =
 
| Replication type =
 
| Replication type =

Revision as of 19:48, 27 November 2014

Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Juan Carlos Hatchondo, Leonardo Martinez, Horacio Sapriza Quantitative properties of sovereign default models: solution methods Review of Economic Dynamics 2010 919-933 F34, F41

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)

This article is a replication of

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
Cristina Arellano Default Risk and Income Fluctuations in Emerging Economies American Economic Review 2008 3 690 - 712 E32, E43, F34, O11, O19

| Authors = Mark Aguiar, Gita Gopinath | Title = Defaultable debt, interest rates and the current account | Journal = Journal of International Economics | Year = 2006 | Edition = 69 | Pages = 64-83 | JEL CODES = | Keywords = | Replication type = | Replication result [refer to replication type 1 and 2] = | Raw data = | Call into question = | Authors statement =

}} |}

References



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