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

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| Authors = Mark Aguiar, Gita Gopinath
 
| Authors = Mark Aguiar, Gita Gopinath

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 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
Mark Aguiar, Gita Gopinath Defaultable debt, interest rates and the current account Journal of International Economics 2006 69 64-83

References



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