"Rules of thumb" for sovereign debt crises

A-Tier
Journal: Journal of International Economics
Year: 2009
Volume: 78
Issue: 2
Pages: 192-205

Authors (2)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper investigates the economic and political conditions that are associated to the occurrence of a sovereign debt crisis. We use a new statistical approach (Classification and Regression Tree) that allows us to derive a collection of "rules of thumb" that help identify the typical characteristics of defaulters. We find that not all crises are equal: they differ depending on whether the government faces insolvency, illiquidity, or various macroeconomic risks. We also characterize the set of fundamentals that can be associated with a relatively "risk-free" zone. This classification is important for discussing appropriate policy options to prevent crises and improve response time and prediction.

Technical Details

RePEc Handle
repec:eee:inecon:v:78:y:2009:i:2:p:192-205
Journal Field
International
Author Count
2
Added to Database
2026-01-25