On the Self-Fulfilling Prophecy of Changes in Sovereign Ratings
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- Schumacher, Ingmar, 2014. "On the self-fulfilling prophecy of changes in sovereign ratings," Economic Modelling, Elsevier, vol. 38(C), pages 351-356.
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More about this item
Keywordsself-fulfilling prophecy; sovereign ratings; Panel VAR; self-fulfilling prophecy.;
- E6 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
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