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Citations for "Predicting Sovereign Debt Crises"

by Axel Schimmelpfennig & Nouriel Roubini & Paolo Manasse

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  1. Samuel W. Malone, 2011. "Sovereign indebtedness, default, and gambling for redemption," Oxford Economic Papers, Oxford University Press, vol. 63(2), pages 331-354, April.
  2. Michael Bleaney, . "The Currency Denomination Of Sovereign Debt," Discussion Papers 06/02, University of Nottingham, School of Economics.
  3. Andrew Powell & Juan F. Martinez S., 2008. "On Emerging Economy Sovereign Spreads and Ratings," Research Department Publications 4565, Inter-American Development Bank, Research Department.
  4. Silvia Ardagna & Francesco Caselli & Timothy Lane, 2004. "Fiscal Discipline and the Cost of Public Debt Service: Some Estimates for OECD Countries," NBER Working Papers 10788, National Bureau of Economic Research, Inc.
  5. Cavallo, Alberto F. & Cavallo, Eduardo A., 2010. "Are crises good for long-term growth? The role of political institutions," Journal of Macroeconomics, Elsevier, vol. 32(3), pages 838-857, September.
  6. Zhanwei Z. Yue & Samir Jahjah, 2004. "Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries," IMF Working Papers 04/210, International Monetary Fund.
  7. Amadou N. R. Sy & Andrea Pescatori, 2004. "Debt Crises and the Development of International Capital Markets," IMF Working Papers 04/44, International Monetary Fund.
  8. Kim Oosterlinck & Loredana Ureche-Rangau, 2008. "Multiple Potential Payers and Sovereign Bond Prices," Working Papers 75, Bank of Greece.
  9. Tobias Knedlik & Gregor von Schweinitz, 2011. "Macroeconomic Imbalances as Indicators for Debt Crises in Europe," IWH Discussion Papers 12, Halle Institute for Economic Research.
  10. Roberto Savona & Marika Vezzoli, 2015. "Fitting and Forecasting Sovereign Defaults using Multiple Risk Signals," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(1), pages 66-92, 02.
  11. Serwa, Dobromił, 2007. "Larger crises cost more: impact of banking sector instability on output growth," MPRA Paper 5101, University Library of Munich, Germany.
  12. Andrea Pescatori & Amadou N R Sy, 2007. "Are Debt Crises Adequately Defined?," IMF Staff Papers, Palgrave Macmillan, vol. 54(2), pages 306-337, June.
  13. Klaus Abberger, 2010. "Was ist ein Staatsbankrott?," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 63(07), pages 37-40, 04.
  14. Ratha, Dilip & De, Prabal K. & Mohapatra, Sanket, 2011. "Shadow Sovereign Ratings for Unrated Developing Countries," World Development, Elsevier, vol. 39(3), pages 295-307, March.
  15. Norbert Fiess & Rashmi Shankar, 2005. "Regime-Switching in Exchange Rate Policy and Balance Sheet Effects," Working Papers 2005_16, Business School - Economics, University of Glasgow.
  16. Manasse, Paolo & Roubini, Nouriel, 2009. ""Rules of thumb" for sovereign debt crises," Journal of International Economics, Elsevier, vol. 78(2), pages 192-205, July.
  17. repec:zbw:iwhdps:12-11 is not listed on IDEAS
  18. Aart Kraay & Vikram Nehru, 2006. "When Is External Debt Sustainable?," World Bank Economic Review, World Bank Group, vol. 20(3), pages 341-365.
  19. Jean-Baptiste Dherbecourt & Bastien Drut, 2009. "Who will go down this year ? The Determinants of Promotion and Relegation in European Soccer Leagues," EconomiX Working Papers 2009-40, University of Paris West - Nanterre la Défense, EconomiX.
  20. Martner Fanta, Ricardo & Tromben, Varinia, 2004. "Public debt sustainability," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), December.
  21. Sophia Lazaretou, 2011. "Financial crises and financial market regulation: the long record of an ‘emerger’," Working Papers 140, Bank of Greece.
  22. Cáceres, Neila & Malone, Samuel W., 2013. "Forecasting leadership transitions around the world," International Journal of Forecasting, Elsevier, vol. 29(4), pages 575-591.
  23. Oliveira, Luís & Curto, José Dias & Nunes, João Pedro, 2012. "The determinants of sovereign credit spread changes in the Euro-zone," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(2), pages 278-304.
  24. Rupa Duttagupta & Guillermo Tolosa, 2006. "Fiscal Discipline and Exchange Rate Regimes; Evidence From the Caribbean," IMF Working Papers 06/119, International Monetary Fund.
  25. Eduardo Borensztein & Olivier Jeanne & Paolo Mauro & Jeronimo Zettelmeyer & Marcos Chamon, 2005. "Sovereign Debt Structure for Crisis Prevention," IMF Occasional Papers 237, International Monetary Fund.
  26. Trebesch, Christoph, 2008. "Delays in Sovereign Debt Restructurings. Should we really blame the creditors?," Proceedings of the German Development Economics Conference, Zurich 2008 44, Verein für Socialpolitik, Research Committee Development Economics.
  27. Marco Fioramanti, 2006. "Predicting Sovereign Debt Crises Using Artificial Neural Networks: A Comparative Approach," ISAE Working Papers 72, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
  28. Selim Elekdag, 2006. "How Does the Global Economic Environment Influence the Demand for IMF Resources?," IMF Working Papers 06/239, International Monetary Fund.
  29. Ugo Panizza & Federico Sturzenegger & Jeromin Zettelmeyer, 2010. "International Government Debt," UNCTAD Discussion Papers 199, United Nations Conference on Trade and Development.
  30. Bertrand Candelon & Franz Palm, 2010. "Banking and Debt Crisis in Europe: The Dangerous Liaisons?," CESifo Working Paper Series 3001, CESifo Group Munich.
  31. Van Rijckeghem, Caroline & Weder di Mauro, Beatrice, 2004. "The Politics Of Debt Crises," CEPR Discussion Papers 4683, C.E.P.R. Discussion Papers.
  32. Joy, Mark & Rusnák, Marek & Šmídková, Kateřina & Vašíček, Bořek, 2015. "Banking and currency crises: differential diagnostics for developed countries," Working Paper Series 1810, European Central Bank.
  33. Moser, Christoph, 2007. "The Impact of Political Risk on Sovereign Bond Spreads - Evidence from Latin America," Proceedings of the German Development Economics Conference, Göttingen 2007 24, Verein für Socialpolitik, Research Committee Development Economics.
  34. Boysen-Hogrefe, Jens, 2011. "Für einen Schuldenschnitt und gegen den Rettungsschirm? Argumente auf dem Prüfstand," Kiel Policy Brief 29, Kiel Institute for the World Economy (IfW).
  35. Christoph A. Schaltegger & Martin Weder, 2013. "Fiscal Adjustments and the Probability of Sovereign Default," CREMA Working Paper Series 2013-06, Center for Research in Economics, Management and the Arts (CREMA).
  36. Fiess, Norbert & Shankar, Rashmi, 2009. "Determinants of exchange rate regime switching," Journal of International Money and Finance, Elsevier, vol. 28(1), pages 68-98, February.
  37. Joanna Dreger, 2012. "Why Is Sovereign Debt Restructuring a Challenge? The Case of Greece," Bruges European Economic Policy Briefings 24, European Economic Studies Department, College of Europe.
  38. Pablo Hernández de Cos & Enrique Moral-Benito & Gerrit B. Koester & Christiane Nickel, 2014. "Signalling fiscal stress in the euro area: A country-specific early warning system," Working Papers 1418, Banco de España;Working Papers Homepage.
  39. Alessandra dal Colle Stievano, 2004. "Finance-Growth Nexus in open economies with outliers," Money Macro and Finance (MMF) Research Group Conference 2004 4, Money Macro and Finance Research Group.
  40. Salvatore Dell'Erba & Emanuele Baldacci & Tigran Poghosyan, 2011. "Spatial Spillovers in Emerging Market Spreads," IMF Working Papers 11/221, International Monetary Fund.
  41. Duttagupta, Rupa & Cashin, Paul, 2011. "Anatomy of banking crises in developing and emerging market countries," Journal of International Money and Finance, Elsevier, vol. 30(2), pages 354-376, March.
  42. E. Davis & Dilruba Karim & Iana Liadze, 2011. "Should multivariate early warning systems for banking crises pool across regions?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 147(4), pages 693-716, November.
  43. Martin Bruns & Tigran Poghosyan, 2016. "Leading Indicators of Fiscal Distress; Evidence from the Extreme Bound Analysis," IMF Working Papers 16/28, International Monetary Fund.
  44. Anna Kochanova & Carlos Caceres, 2012. "Country Stress Events; Does Governance Matter?," IMF Working Papers 12/116, International Monetary Fund.
  45. Boysen-Hogrefe, Jens & Dovern, Jonas & Gern, Klaus-Jürgen & Meier, Carsten-Patrick & Scheide, Joachim, 2010. "Schwache Konjunktur im Euroraum: Nur langsamer Abbau der Ungleichgewichte," Open Access Publications from Kiel Institute for the World Economy 45583, Kiel Institute for the World Economy (IfW).
  46. Nouriel Roubini & Paolo Manasse, 2005. "“Rules of Thumb†for Sovereign Debt Crises," IMF Working Papers 05/42, International Monetary Fund.
  47. Ana-Maria Fuertes & Elena Kalotychou, 2004. "Elements in the Design of an Early Warning System for Sovereign Default," Computing in Economics and Finance 2004 231, Society for Computational Economics.
  48. Haizhou Huang & Danyang Xie, 2008. "Fiscal Sustainability and Fiscal Soundness," Annals of Economics and Finance, Society for AEF, vol. 9(2), pages 239-251, November.
  49. Gianpaolo Rossini & Paolo Zanghieri, 2009. "Current account composition and sustainability of external debt," Applied Economics, Taylor & Francis Journals, vol. 41(5), pages 677-683.
  50. Andrew Powell & Juan F. Martinez S., 2008. "Sobre los diferenciales y clasificaciones soberanos de economías emergentes," Research Department Publications 4566, Inter-American Development Bank, Research Department.
  51. Jelena Laušev & Aleksandar Stojanović & Nataša Todorović, 2011. "Determinants Of Debt Rescheduling In Eastern European Countries," Economic Annals, Faculty of Economics, University of Belgrade, vol. 56(188), pages 7 – 31, January –.
  52. Harendra Behera & Sitikantha Pattanaik & Rajesh Kavediya, 2015. "Natural Interest Rate: Assessing the Stance of India’s Monetary Policy under Uncertainty," Working Papers id:7654, eSocialSciences.
  53. Albert Jaeger & Ludger Schuknecht, 2007. "Boom-Bust Phases in Asset Prices and Fiscal Policy Behavior," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 43(6), pages 45-66, November.
  54. Wälti, Sébastien & Weder, Ghislaine, 2009. "Recovering from bond market distress: Good luck and good policy," Emerging Markets Review, Elsevier, vol. 10(1), pages 36-50, March.
  55. Robert Lavigne, 2006. "The Institutional and Political Determinants of Fiscal Adjustment," Staff Working Papers 06-1, Bank of Canada.
  56. Caroline Rijckeghem & Beatrice Weder, 2009. "Political institutions and debt crises," Public Choice, Springer, vol. 138(3), pages 387-408, March.
  57. Casu, Barbara & Clare, Andrew & Saleh, Nashwa, 2011. "Towards a new model for early warning signals for systemic financial fragility and near crises: an application to OECD countries," MPRA Paper 37043, University Library of Munich, Germany.
  58. Enderlein, Henrik & Trebesch, Christoph & von Daniels, Laura, 2012. "Sovereign debt disputes: A database on government coerciveness during debt crises," Journal of International Money and Finance, Elsevier, vol. 31(2), pages 250-266.
  59. Petia Topalova & Dan Nyberg, 2010. "What Level of Public Debt Could India Target?," IMF Working Papers 10/7, International Monetary Fund.
  60. Eduardo Borensztein & Ugo Panizza, 2009. "The Costs of Sovereign Default," IMF Staff Papers, Palgrave Macmillan, vol. 56(4), pages 683-741, November.
  61. Maltritz, Dominik & Molchanov, Alexander, 2014. "Country credit risk determinants with model uncertainty," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 224-234.
  62. Jeffrey A. Frankel & Shang-Jin Wei, 2004. "Managing Macroeconomic Crises," NBER Working Papers 10907, National Bureau of Economic Research, Inc.
  63. Roberto S. Mariano & Delano Villanueva, 2005. "External Debt, Adjustment, and Growth," Working Papers 13-2006, Singapore Management University, School of Economics, revised May 2006.
  64. Ureche-Rangau, Loredana & Burietz, Aurore, 2013. "One crisis, two crises…the subprime crisis and the European sovereign debt problems," Economic Modelling, Elsevier, vol. 35(C), pages 35-44.
  65. Amadou N. R. Sy, 2003. "Rating the Rating Agencies; Anticipating Currency Crises or Debt Crises?," IMF Working Papers 03/122, International Monetary Fund.
  66. Andreasen, Eugenia, 2015. "Sovereign default, enforcement and the private cost of capital," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 411-427.
  67. Bernardin Akitoby & Thomas Stratmann, 2008. "Fiscal Policy and Financial Markets," Economic Journal, Royal Economic Society, vol. 118(533), pages 1971-1985, November.
  68. Andrew Berg & Eduardo Borensztein & Catherine Pattillo, 2005. "Assessing Early Warning Systems: How Have They Worked in Practice?," IMF Staff Papers, Palgrave Macmillan, vol. 52(3), pages 5.
  69. Ahmet Atil Asici, 2007. "Parametric and Non-parametric Approaches to Exits from Fixed Exchange Rate Regimes," IHEID Working Papers 14-2007, Economics Section, The Graduate Institute of International Studies.
  70. Sebastián Nieto-Parra, 2009. "Who Saw Sovereign Debt Crises Coming?," ECONOMIA JOURNAL OF THE LATIN AMERICAN AND CARIBBEAN ECONOMIC ASSOCIATION, ECONOMIA JOURNAL OF THE LATIN AMERICAN AND CARIBBEAN ECONOMIC ASSOCIATION, vol. 0(Fall 2009), pages 125-169, August.
  71. Thi-Hong-Hanh Pham, 2014. "Sovereign bond yields in emerging Asia: New evidence," Working Papers hal-01012093, HAL.
  72. Eduardo A. Cavallo & Alberto Cavallo, 2008. "¿Son Buenas las Crisis para el Crecimiento a Largo Plazo? El Papel de las Instituciones Políticas," Research Department Publications 4590, Inter-American Development Bank, Research Department.
  73. Magdalena Polan & Udaibir S. Das & Michael G. Papaioannou, 2008. "Strategic Considerations for First-Time Sovereign Bond Issuers," IMF Working Papers 08/261, International Monetary Fund.
  74. Dovern, Jonas & Gern, Klaus-Jürgen & Jannsen, Nils & Van Roye, Björn & Scheide, Joachim & Boysen-Hogrefe, Jens & Meier, Carsten-Patrick, 2010. "Weltkonjunktur im Frühjahr 2010," Kiel Discussion Papers 476/477, Kiel Institute for the World Economy (IfW).
  75. Charles Wyplosz, 2011. "Debt Sustainability Assessment: Mission Impossible," Review of Economics and Institutions, Università di Perugia, vol. 2(3).
  76. Eijffinger, Sylvester C W & Karatas, Bilge, 2013. "Three Sisters: The Interlinkage between Sovereign Debt, Currency and Banking Crises," CEPR Discussion Papers 9369, C.E.P.R. Discussion Papers.
  77. Gabriela Dobrescu & Iva Petrova & Nazim Belhocine & Emanuele Baldacci, 2011. "Assessing Fiscal Stress," IMF Working Papers 11/100, International Monetary Fund.
  78. Tobias Knedlik & Gregor Von Schweinitz, 2012. "Macroeconomic Imbalances as Indicators for Debt Crises in Europe," Journal of Common Market Studies, Wiley Blackwell, vol. 50(5), pages 726-745, 09.
  79. Zaman, Gheorghe & Georgescu, George, 2011. "Sovereign risk and debt sustainability: warning levels for Romania," MPRA Paper 32924, University Library of Munich, Germany.
  80. Ciarlone, Alessio & Trebeschi, Giorgio, 2005. "Designing an early warning system for debt crises," Emerging Markets Review, Elsevier, vol. 6(4), pages 376-395, December.
  81. Miguel Messmacher & Mark Kruger, 2004. "Sovereign Debt Defaults and Financing Needs," IMF Working Papers 04/53, International Monetary Fund.
  82. Alessandra Dal Colle, 2011. "Finance–growth nexus: does causality withstand financial liberalization? Evidence from cointegrated VAR," Empirical Economics, Springer, vol. 41(1), pages 127-154, August.
  83. Boysen-Hogrefe, Jens & Gern, Klaus-Jürgen & Groll, Dominik & Jannsen, Nils & Kooths, Stefan & Plödt, Martin & van Roye, Björn & Scheide, Joachim & Schwarzmüller, Tim, 2015. "Das europäische Verfahren zur Vermeidung und Korrektur makroökonomischer Ungleichgewichte: Auswertung der bisherigen Erfahrung und mögliche Reformansätze," Kieler Beiträge zur Wirtschaftspolitik 7, Kiel Institute for the World Economy (IfW).
  84. Sarlin, Peter, 2013. "On policymakers’ loss functions and the evaluation of early warning systems," Economics Letters, Elsevier, vol. 119(1), pages 1-7.
  85. Fuertes, Ana-Maria & Kalotychou, Elena, 2007. "Optimal design of early warning systems for sovereign debt crises," International Journal of Forecasting, Elsevier, vol. 23(1), pages 85-100.
  86. Maltritz, Dominik & Molchanov, Alexander, 2013. "Analyzing determinants of bond yield spreads with Bayesian Model Averaging," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5275-5284.
  87. Lavigne, Robert, 2011. "The political and institutional determinants of fiscal adjustment: Entering and exiting fiscal distress," European Journal of Political Economy, Elsevier, vol. 27(1), pages 17-35, March.
  88. Vogl, Konstantin & Maltritz, Dominik & Huschens, Stefan & Karmann, Alexander, 2006. "Country Default Probabilities: Assessing and Backtesting," Dresden Discussion Paper Series in Economics 12/06, Dresden University of Technology, Faculty of Business and Economics, Department of Economics.
  89. Tjeerd M. Boonman & Jan P. A. M. Jacobs & Gerard H. Kuper, 2011. "Why didn't the Global Financial Crisis hit Latin America?," CIRANO Working Papers 2011s-63, CIRANO.
  90. Ugo Panizza & Federico Sturzenegger & Jeromin Zettelmeyer, 2009. "The Economics and Law of Sovereign Debt and Default," Journal of Economic Literature, American Economic Association, vol. 47(3), pages 651-98, September.
  91. Jing, Zhongbo, 2015. "On the relation between currency and banking crises in developing countries, 1980–2010," The North American Journal of Economics and Finance, Elsevier, vol. 34(C), pages 267-291.
  92. Kalotychou, Elena & Staikouras, Sotiris K., 2006. "An empirical investigation of the loan concentration risk in Latin America," Journal of Multinational Financial Management, Elsevier, vol. 16(4), pages 363-384, October.
  93. Joseph Ntamatungiro, 2004. "Fiscal Sustainability in Heavily Indebted Countries Dependenton Nonrenewable Resources; The Case of Gabon," IMF Working Papers 04/30, International Monetary Fund.
  94. Bandiera, Luca & Cuaresma, Jesus Crespo & Vincelette, Gallina A., 2010. "Unpleasant surprises : sovereign default determinants and prospects," Policy Research Working Paper Series 5401, The World Bank.
  95. Kim Ristolainen, 2015. "Were the Scandinavian Banking Crises Predictable? A Neural Network Approach," Discussion Papers 99, Aboa Centre for Economics.
  96. Carlo de Bassa Scheresberg, Francesco Passarelli, 2011. "Strategic Sovereign Defaults under International Sanctions," ISLA Working Papers 42, ISLA, Centre for research on Latin American Studies and Transition Economies, Universita' Bocconi, Milano, Italy.
  97. Mioara CHIRITA & Daniela SARPE, 2011. "Usefulness of Artificial Neural Networks for Predicting Financial and Economic Crisis," Risk in Contemporary Economy, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, pages 44-48.
  98. Fuertes, Ana-Maria & Kalotychou, Elena, 2006. "Early warning systems for sovereign debt crises: The role of heterogeneity," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 1420-1441, November.
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