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Akademický článek
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Publikováno v:
Working Papers -- U.S. Federal Reserve Board's International Finance Discussion Papers; Mar2022, Issue 1338-1340, preceding p1-34, 35p
Publikováno v:
Academica-e. Repositorio Institucional de la Universidad Pública de Navarra
instname
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We introduce a novel database on sovereign defaults that involve public debt instruments governed by domestic law. By systematically reviewing a large number of sources, we identify 132 default and restructuring events of domestic debt instruments, i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::a2cb21ec4e346358cca34a9a96293b0e
https://hdl.handle.net/2454/41748
https://hdl.handle.net/2454/41748
Publikováno v:
Academica-e. Repositorio Institucional de la Universidad Pública de Navarra
instname
instname
This document contains our collection of ‘sovereign histories’ for the 74 domestic-law default episodes that we include in our database. Sovereign histories are meant to complement our database and the associated paper, providing the full details
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::962cab19ef35908a67c075f1e3aa73a3
https://hdl.handle.net/2454/41750
https://hdl.handle.net/2454/41750
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.
Autor:
Fang, Chuck1 (AUTHOR) fangcb@wharton.upenn.edu, Schumacher, Julian2 (AUTHOR), Trebesch, Christoph3 (AUTHOR)
Publikováno v:
IMF Economic Review. Mar2021, Vol. 69 Issue 1, p155-196. 42p.
Publikováno v:
MHCP (2021) Marco Fiscal de MEdiano Plazo 2021. En: Ministerio de Hacienda y Crédito Público.
Aguiar, Mark; Amador, Manuel (2021) The economics of Sovereign Debt and Default. En: Princeton University Press. CREI Lectures in Macroeconomics.
IMF (2021) Reglas fiscales, cláusulas de escape y shocks de gran magnitud. En: Fiscal Affairs.
Arbeláez, María Angélica; Benítez, Miguel; Steiner, Roberto; Valencia, Oscar (2021) A fiscal rule to achieve debt sustainability in Colombia. En: IDB Working Papers.
Ramsey, A. Ford; Goodwin, Barry K.; Hahn, William F.; Holt, Matthew T. (2021) Impacts of COVID-19 and Price Transmission in the u.S. Meat Markets. En: Journal of the International Association of Agricultual Economists.
Qureshi, Irfan; Liaqat, Zara (2020) The long-term consequences of external debt: revising the evidence and inspecting the mechanism using panel VARs. En: Journal of Macroeconomics.
Picarelli, Mattia; Vanlaer, Willem; Marneffe, Wim (2019) Does public debt produce a crowding out effect for public investment in the EU?. En: ESM Working Paper Series 36.
Eyraud, Luc; Baum, Anja; Hodge, Andrew; Jarmuzek, Mariuz; Kim, Young; Mbaye, Samba; Türe, Elif (2018) How to calibrate fiscal ruless: a primer. En: International Monetary Fund, Fiscal Affairs.
Zubaidi, Ahmad; Soon, Siew-Voon; Lau, Evan (2016) Fiscal sustainability in an emerging market economy: When does public debt turn bad?. En: Journal of Policy Modeling.
Banerjee, Anurag; Hung, Chi-Hsiou Daniel; Lo, Kai Lisa (2016) An anatomy of credit risk transfer between sovereign and financials in the Eurozone crisis. En: Journal of International Financial Markets, Institutions and Money.
Eberhardt, Markus; Presbitero, Andrea F. (2015) Public debt and growth: Heterogeneity and non-linearity. En: Journal of International Economics.
Fournier, Jean-Marc; Fall, Falilou (2015) LIMITS TO GOVERNMENT DEBT SUSTAINABILITY. En: OECD.
Pesaran, M. H: (2015) Time series and panel data econometrics. En: Oxford: Oxford University Press.
Yoldas, Emre; Senyuz, Zeynep (2015) Financial Stress and Equilibrium Dynamics in Money Markets. En: Finance and Economics Discussion Series 2015-091. Washingtong: Broad of Governors of the Federal Reserve System.
Dogan, Ibrahim; Bilgili, Faik (2014) The non-linear impact of high and growting government external debt on economiv growth: A Markov regime-switching approach. En: Economic Modeling.
Afonso, António; Alves, José (2014) The role of government debt in economic growth. En: ISEG-UTL Economics Department, Working Paper.
Antonakakis, Nikolaos (2014) Sovereign debt and economic growth revisited: The role of (non-)sustainable debt thresholds. En: Viena University of Economics and Business, Department of Economics Working Paper No. 187.
Emiliano, Paulo C.; Vivanco, Mario J.F.; Menezes, Fortunato S. (2013) Information criteria: How do they behave in different models?. En: Computational Statistics and Data Analysis.
Baum, Anja; Checherita-Westphal, Cristina; Rother, Philipp (2013) Debt and growth, New evidence for the euro area. En: Journal of Internacional Money and Finance.
Égert, Balázs (2013) Public debt, economic growth and nonlinear effects: Myth or reality?. En: Journal of Macroeconomics.
Ghosh, Atish R.; Kim, Jun I.; Mendoza, Enrique G.; Ostry, Jonathan D.; Quareshi, Mahavash S. (2013) Fiscal fatigue, fiscal space and debt sustainability in advanced economies. En: The Economic Journal.
Panizza, Ugo; Presbitero, Andrea F. (2012) Public debt and economic growth: Is there a causal effect?. En: POLIS Working Papers n. 198.
Checherita-Westphal, Cristina; Rother, Philipp (2012) The impact of high government debt on economic growth and its channels: An empirical investigation for the euro area. En: European Economic Review.
Greene, William H. (2012) Econometric Analisis, Seventh Edition.
Cecchetti, Stephen G.; Mohanty, M. S.; Zampolli, Fabrizio (2011) The real effects of debt. En: Bank for International Settlements, Working Papers No 352.
Seo, Myung Hwan (2011) Estimation of nonlinear errir cirrection models. En: Econometric Theory.
Caner, Mehmet; Grennes, Thomas; Fritzi, Koehler-Geib (2010) Finding the Tipping Point. En: World Bank.
Kumar, Manmohan S.; Woo, Jaejoon (2010) Public Debt and Growth. En: International Monetary Fund.
Reinhart, Carmen M.; Rogoff, Kenneth S. (2010) Growth in a time of debt. En: American Economic Review.
Ostry, Jonathan D.; Ghosh, Atish R.; Kim, Jun I.; Qureshi, Mahavash S. (2010) Fiscal Space. En: Internacional Monetary Fund.
Sarafidis, V.; Wansbeek, T. (2010) Cross-sectional Dependence in Panel Data Analysis. En: MPRA Paper.
Cerra, Valerie; Rishi, Meenakshi; Saxena, Sweta C. (2008) Robbing the riches: capital flight, institutions and debt. En: Journal of Development Studies.
Hamilton, James D. (2005) Regime-Swithching Models. En: University of California, Department of Economics.
Schclarek, Alfredo (2004) Debt and Economic growth in Developing and Industrial Countries. En: Lund University, Department of Economics.
Patillo, Catherine; Poirson, Hélène; Ricci, Luca (2004) What are the channels throuh wich external debt affects growth?. En: IMF Working Paper.
Hansen, Bruce; Seo, Byeongseo (2002) Testing for two-regime threshold cointegration in vector error correction models. En: Journal of Econometrics 110.
IMF (2002) Assessing Sustainability. En: International Monetary Fund, Policy Development and Review Department.
Lo, Ming Chien; Zivot, Eric (2001) Threshold cointegration and nonlinear adjustment to the law of one price. En: Macroeconomic Dynamics.
Pesaran, M. H.; Shin, Y.; Smith, R. J. (2001) Bouns tesing approaches to the analysys of level relationships. En: Journal of Applied Econometrics.
Hansen, Bruce E. (2000) SAMPLE SPLITTING AND THRESHOLD ESTIMATION. En: Econometrica.
Hansen, Bruce E. (1999) Threshold effects in non-dynamic panels: Estimation, testing and inference. En: Journal of Econometrics.
Tsay, Ruey S. (1998) Testing and Modeling Multivariate Threshold Models. En: Journal of the American Statistical Association.
Pesaran, M. H.; Shin, Y. (1998) An autoregresive distributed-lag modeling approach analysis. En: Econometric Society Monographs.
Balke, Nathan; Fomby, Thomas (1997) Threshold Cointegration. En: International Economic Review 38.
Hamilton, James D. (1994) Time Series Analysis. En: Princeton University.
Hamilton, James D. (1990) ANALYSIS OF TIME SERIES SUBJECT TO CHANGES IN REGIME. En: Journal of Econometrics.
Hamilton, James D. (1989) A NEW APPROACH TO THE ECONOMIC ANALYSIS OF NONSTATIONARY TIME SERIES AND THE BUSINESS CYCLE. En: Econometrica.
Alesina, Alberto; Tabellini, Guido (1989) External deebt, capital flight and political risk. En: Journal of International Economics.
Repositorio EdocUR-U. Rosario
Universidad del Rosario
instacron:Universidad del Rosario
Aguiar, Mark; Amador, Manuel (2021) The economics of Sovereign Debt and Default. En: Princeton University Press. CREI Lectures in Macroeconomics.
IMF (2021) Reglas fiscales, cláusulas de escape y shocks de gran magnitud. En: Fiscal Affairs.
Arbeláez, María Angélica; Benítez, Miguel; Steiner, Roberto; Valencia, Oscar (2021) A fiscal rule to achieve debt sustainability in Colombia. En: IDB Working Papers.
Ramsey, A. Ford; Goodwin, Barry K.; Hahn, William F.; Holt, Matthew T. (2021) Impacts of COVID-19 and Price Transmission in the u.S. Meat Markets. En: Journal of the International Association of Agricultual Economists.
Qureshi, Irfan; Liaqat, Zara (2020) The long-term consequences of external debt: revising the evidence and inspecting the mechanism using panel VARs. En: Journal of Macroeconomics.
Picarelli, Mattia; Vanlaer, Willem; Marneffe, Wim (2019) Does public debt produce a crowding out effect for public investment in the EU?. En: ESM Working Paper Series 36.
Eyraud, Luc; Baum, Anja; Hodge, Andrew; Jarmuzek, Mariuz; Kim, Young; Mbaye, Samba; Türe, Elif (2018) How to calibrate fiscal ruless: a primer. En: International Monetary Fund, Fiscal Affairs.
Zubaidi, Ahmad; Soon, Siew-Voon; Lau, Evan (2016) Fiscal sustainability in an emerging market economy: When does public debt turn bad?. En: Journal of Policy Modeling.
Banerjee, Anurag; Hung, Chi-Hsiou Daniel; Lo, Kai Lisa (2016) An anatomy of credit risk transfer between sovereign and financials in the Eurozone crisis. En: Journal of International Financial Markets, Institutions and Money.
Eberhardt, Markus; Presbitero, Andrea F. (2015) Public debt and growth: Heterogeneity and non-linearity. En: Journal of International Economics.
Fournier, Jean-Marc; Fall, Falilou (2015) LIMITS TO GOVERNMENT DEBT SUSTAINABILITY. En: OECD.
Pesaran, M. H: (2015) Time series and panel data econometrics. En: Oxford: Oxford University Press.
Yoldas, Emre; Senyuz, Zeynep (2015) Financial Stress and Equilibrium Dynamics in Money Markets. En: Finance and Economics Discussion Series 2015-091. Washingtong: Broad of Governors of the Federal Reserve System.
Dogan, Ibrahim; Bilgili, Faik (2014) The non-linear impact of high and growting government external debt on economiv growth: A Markov regime-switching approach. En: Economic Modeling.
Afonso, António; Alves, José (2014) The role of government debt in economic growth. En: ISEG-UTL Economics Department, Working Paper.
Antonakakis, Nikolaos (2014) Sovereign debt and economic growth revisited: The role of (non-)sustainable debt thresholds. En: Viena University of Economics and Business, Department of Economics Working Paper No. 187.
Emiliano, Paulo C.; Vivanco, Mario J.F.; Menezes, Fortunato S. (2013) Information criteria: How do they behave in different models?. En: Computational Statistics and Data Analysis.
Baum, Anja; Checherita-Westphal, Cristina; Rother, Philipp (2013) Debt and growth, New evidence for the euro area. En: Journal of Internacional Money and Finance.
Égert, Balázs (2013) Public debt, economic growth and nonlinear effects: Myth or reality?. En: Journal of Macroeconomics.
Ghosh, Atish R.; Kim, Jun I.; Mendoza, Enrique G.; Ostry, Jonathan D.; Quareshi, Mahavash S. (2013) Fiscal fatigue, fiscal space and debt sustainability in advanced economies. En: The Economic Journal.
Panizza, Ugo; Presbitero, Andrea F. (2012) Public debt and economic growth: Is there a causal effect?. En: POLIS Working Papers n. 198.
Checherita-Westphal, Cristina; Rother, Philipp (2012) The impact of high government debt on economic growth and its channels: An empirical investigation for the euro area. En: European Economic Review.
Greene, William H. (2012) Econometric Analisis, Seventh Edition.
Cecchetti, Stephen G.; Mohanty, M. S.; Zampolli, Fabrizio (2011) The real effects of debt. En: Bank for International Settlements, Working Papers No 352.
Seo, Myung Hwan (2011) Estimation of nonlinear errir cirrection models. En: Econometric Theory.
Caner, Mehmet; Grennes, Thomas; Fritzi, Koehler-Geib (2010) Finding the Tipping Point. En: World Bank.
Kumar, Manmohan S.; Woo, Jaejoon (2010) Public Debt and Growth. En: International Monetary Fund.
Reinhart, Carmen M.; Rogoff, Kenneth S. (2010) Growth in a time of debt. En: American Economic Review.
Ostry, Jonathan D.; Ghosh, Atish R.; Kim, Jun I.; Qureshi, Mahavash S. (2010) Fiscal Space. En: Internacional Monetary Fund.
Sarafidis, V.; Wansbeek, T. (2010) Cross-sectional Dependence in Panel Data Analysis. En: MPRA Paper.
Cerra, Valerie; Rishi, Meenakshi; Saxena, Sweta C. (2008) Robbing the riches: capital flight, institutions and debt. En: Journal of Development Studies.
Hamilton, James D. (2005) Regime-Swithching Models. En: University of California, Department of Economics.
Schclarek, Alfredo (2004) Debt and Economic growth in Developing and Industrial Countries. En: Lund University, Department of Economics.
Patillo, Catherine; Poirson, Hélène; Ricci, Luca (2004) What are the channels throuh wich external debt affects growth?. En: IMF Working Paper.
Hansen, Bruce; Seo, Byeongseo (2002) Testing for two-regime threshold cointegration in vector error correction models. En: Journal of Econometrics 110.
IMF (2002) Assessing Sustainability. En: International Monetary Fund, Policy Development and Review Department.
Lo, Ming Chien; Zivot, Eric (2001) Threshold cointegration and nonlinear adjustment to the law of one price. En: Macroeconomic Dynamics.
Pesaran, M. H.; Shin, Y.; Smith, R. J. (2001) Bouns tesing approaches to the analysys of level relationships. En: Journal of Applied Econometrics.
Hansen, Bruce E. (2000) SAMPLE SPLITTING AND THRESHOLD ESTIMATION. En: Econometrica.
Hansen, Bruce E. (1999) Threshold effects in non-dynamic panels: Estimation, testing and inference. En: Journal of Econometrics.
Tsay, Ruey S. (1998) Testing and Modeling Multivariate Threshold Models. En: Journal of the American Statistical Association.
Pesaran, M. H.; Shin, Y. (1998) An autoregresive distributed-lag modeling approach analysis. En: Econometric Society Monographs.
Balke, Nathan; Fomby, Thomas (1997) Threshold Cointegration. En: International Economic Review 38.
Hamilton, James D. (1994) Time Series Analysis. En: Princeton University.
Hamilton, James D. (1990) ANALYSIS OF TIME SERIES SUBJECT TO CHANGES IN REGIME. En: Journal of Econometrics.
Hamilton, James D. (1989) A NEW APPROACH TO THE ECONOMIC ANALYSIS OF NONSTATIONARY TIME SERIES AND THE BUSINESS CYCLE. En: Econometrica.
Alesina, Alberto; Tabellini, Guido (1989) External deebt, capital flight and political risk. En: Journal of International Economics.
Repositorio EdocUR-U. Rosario
Universidad del Rosario
instacron:Universidad del Rosario
Ante la crisis de COVID-19 muchos países suspendieron sus reglas fiscales y aumentaron los niveles de deuda. Una nueva normalidad en la postpandemia y la necesidad de recuperar la confianza de los inversionistas en las economías emergentes genera l
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3056::5c7352bda22865c82e7eb8eabab580d7
https://repository.urosario.edu.co/handle/10336/34137
https://repository.urosario.edu.co/handle/10336/34137