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)
(Article: Keywords = Emerging economies, Sovereign debt, Default, Numerical methods)
 
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| Pages = 919-933
 
| Pages = 919-933
 
| JEL CODES = F34, F41
 
| JEL CODES = F34, F41
| Keywords =  
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| Keywords = Emerging economies, Sovereign debt, Default, Numerical methods
 
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Latest revision as of 20:03, 5 December 2016

Contents

[edit] 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 Emerging economies, Sovereign debt, Default, Numerical methods

[edit] Article information

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

[edit] 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

[edit] 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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