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A New Look at Debt Rescheduling Indicators and Models

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  • John B Morgan

    (Data Resources, INC)

Abstract

This paper presents logit and discriminant models of debt rescheduling. The models incorporated new short-term debt data and variables representing economic shocks. The 30-country database covered the period from 1975 to 1982 and contained the largest number of debt rescheduling observations of any previous database. Because of the new indicators and more recent data, the models captured the effects of the changes that have occurred in the world economy since the oil price shocks and the period of rapid debt accumulation by the developing countries. Compared to the earlier research models, the models have proven to be efficient in forecasting debt reschedulings.© 1986 JIBS. Journal of International Business Studies (1986) 17, 37–54

Suggested Citation

  • John B Morgan, 1986. "A New Look at Debt Rescheduling Indicators and Models," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 17(2), pages 37-54, June.
    • Handle: RePEc:pal:jintbs:v:17:y:1986:i:2:p:37-54
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    Cited by:

    1. Liu, Feng & Kalotay, Egon & Trück, Stefan, 2018. "Assessing sovereign default risk: A bottom-up approach," Economic Modelling, Elsevier, vol. 70(C), pages 525-542.
    2. Christopher Ngassam, 1991. "Factors affecting the external debt-servicing capacity of African nations: An empirical investigation," The Review of Black Political Economy, Springer;National Economic Association, vol. 20(2), pages 45-64, December.
    3. Somerville, R. A. & Taffler, R. J., 1995. "Banker judgement versus formal forecasting models: The case of country risk assessment," Journal of Banking & Finance, Elsevier, vol. 19(2), pages 281-297, May.
    4. Rivoli, Pietra & Brewer, Thomas L., 1997. "Political instability and country risk," Global Finance Journal, Elsevier, vol. 8(2), pages 309-321.
    5. Yucel, Eray, 2011. "A Review and Bibliography of Early Warning Models," MPRA Paper 32893, University Library of Munich, Germany.

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