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

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(This article is a replication of: issue number, keywords replicated study)
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| Journal = [[:Category:JIE|JIE]]
 
| Journal = [[:Category:JIE|JIE]]
 
| Year = 2006
 
| Year = 2006
| Edition = 69
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| Edition = 1
 
| Pages = 64-83
 
| Pages = 64-83
| JEL CODES =
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| JEL CODES = F3, F4
| Keywords =
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| Keywords = sovereign debt, default, current account, interest rates, stochastic trend
 
| Replication type =
 
| Replication type =
 
| Replication result [refer to replication type 1 and 2] =
 
| Replication result [refer to replication type 1 and 2] =

Revision as of 20:47, 2 December 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 RED 2010 4 919-933 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 AER 2008 3 690 - 712 E32, E43, F34, O11, O19
Mark Aguiar, Gita Gopinath Defaultable debt, interest rates and the current account JIE 2006 1 64-83 F3, F4 sovereign debt, default, current account, interest rates, stochastic trend

References


DOI: 10.1016/j.red.2010.03.001 IDEAS: a/red/issued/08-133.html EconPapers: RePEc:red:issued:08-133


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