Arbeitspapier
An investigation of current account solvency in Latin America using non linear stationarity tests
Using a new methodology that allows for nonlinearities, we find frequent support for sustainability in the debt of a set of Latin American countries. Our findings overturn results obtained with traditional unit-root tests and provide a more realistic alternative to evaluate the external solvency of an economy.
- Sprache
-
Englisch
- Erschienen in
-
Series: Working Paper ; No. 485
- Klassifikation
-
Wirtschaft
Single Equation Models; Single Variables: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
Current Account Adjustment; Short-term Capital Movements
International Lending and Debt Problems
- Thema
-
Current account, Nonlinearity
Leistungsbilanz
Zahlungsbilanzungleichgewicht
Auslandsverschuldung
Schätzung
Lateinamerika
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Chortareas, Georgios
Kapetanios, George
Uctum, Merih
- Ereignis
-
Veröffentlichung
- (wer)
-
Queen Mary University of London, Department of Economics
- (wo)
-
London
- (wann)
-
2003
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:42 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Chortareas, Georgios
- Kapetanios, George
- Uctum, Merih
- Queen Mary University of London, Department of Economics
Entstanden
- 2003
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