The Macroeconomic Imbalance Procedure: A useful tool for predicting sovereign crises?
Abstract: This paper provides an empirical analysis of the Macroeconomic Imbalance Procedure (MIP). It explores the relationship between sovereign bond yields spreads and the variables contained in the MIP scoreboard using quantile regressions. Results suggest that MIP indicators can explain the beh...
Enregistré dans:
| Auteurs principaux: | , |
|---|---|
| Langue: | English |
| Publié: |
Universidad de Chile. Departamento de Economía
2018
|
| Sujets: | |
| Accès en ligne: | http://www.scielo.cl/scielo.php?script=sci_arttext&pid=S0718-52862018000100079 |
| Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|