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A Risk Management Approach to Emerging Market's Sovereign Debt Sustainability with an Application to Brazilian Data
1 references·14 citing·47 second hop
A Risk Management Approach to Emerging Market's Sovereign Debt Sustainability with an Application to Brazilian Data (2005)A Risk Management Approach to Emerging Ma…Inference in a nearly integrated autoregressive model with nonnormal innovations (1997)Inference in a nearly integra…Information transmission between sovereign debt CDS and other financial factors The case of Latin America (2013)Information transmission betw…Public Investment, Growth, and Debt Sustainability: Putting Together the Pieces (2012)Public Investment, Growth, an…Fiscal risk in a monetary union (2012)Fiscal risk in a monetary uni…Probabilistic Sustainability of Public Debt: A Vector Autoregression Approach for Brazil, Mexico, and Turkey (2008)Probabilistic Sustainability …Estimating a fiscal reaction function: the case of debt sustainability in Brazil (2008)Estimating a fiscal reaction …Debt Sustainability Under Catastrophic Risk: The Case for Government Budget Insurance (2008)Debt Sustainability Under Cat…Macroeconomic volatility, debt dynamics, and sovereign interest rate spreads (2007)Macroeconomic volatility, deb…Debt Sustainability Assessment: The IMF Approach and Alternatives (2007)Debt Sustainability Assessmen…Are Debt Crises Adequately Defined? 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Fiscal Space in Low-Income Countries (2017)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)On the Determination of the Public Debt (1979)Testing for a Unit Root in Time Series Regression (1988)Currency crashes in emerging markets: An empirical treatment (1996)The East Asian Financial Crisis: Diagnosis, Remedies, Prospects (1998)Sovereign debt disputes: A database on government coerciveness during debt crises (2011)International Government Debt (2012)Early warning systems for currency crises: A multivariate extreme value approach (2013)American Economic Review (2019)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Efficient Tests for an Autoregressive Unit Root (1996)Statistical Adequacy and the Testing of Trend Versus Difference Stationarity (2003)A Risk Management Approach to Emerging Market's Sovereign Debt Sustainability with an Application to Brazilian Data (2004)Improving Size and Power in the Unit Root Testing (2008)The Economic Implications of Learning by Doing (1971)Economics and Consumer Behavior (1980)Government Spending in a Simple Model of Endogeneous Growth (1990)Debt sustainability, public investment, and natural resources in developing countries: The DIGNAR model (2015)Public stimulus for private investment: An extended real options model (2015)Guidance Note on the Bank-Fund Debt Sustainability Framework for Low Income Countries (2018)A Guide to Public Sector Debt and Deficits (1985)A Constant Recontracting Model of Sovereign Debt (1986)WHO NEEDS CAPITAL-ACCOUNT CONVERTIBILITY? 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References

  • 1997Inference in a nearly integrated autoregressive model with nonnormal innovations70 cited

Cited by

  • 2012Public Investment, Growth, and Debt Sustainability: Putting Together the Pieces141 cited
  • 2008Estimating a fiscal reaction function: the case of debt sustainability in Brazil120 cited
  • 2006Primary Surplus Behavior and Risks to Fiscal Sustainability in Emerging Market Countries: A 'Fan-Chart' Approach102 cited
  • 2006Primary Surplus Behavior and Risks to Fiscal Sustainability in Emerging Market Countries88 cited
  • 2007Debt Sustainability Assessment: The IMF Approach and Alternatives85 cited
  • 2008Probabilistic Sustainability of Public Debt: A Vector Autoregression Approach for Brazil, Mexico, and Turkey84 cited
  • 2008Debt Sustainability Under Catastrophic Risk: The Case for Government Budget Insurance84 cited
  • 2007Are Debt Crises Adequately Defined?70 cited
  • 2004Debt-Related Vulnerabilities and Financial Crises - an Application of the Balance Sheet Approach to Emerging Market Countries61 cited
  • 2005Pricing Growth-Indexed Bonds47 cited
  • 2013Information transmission between sovereign debt CDS and other financial factors The case of Latin America40 cited
  • 2012Fiscal risk in a monetary union39 cited
  • 2006The role of the IMF in debt restructurings: lending into arrears, moral hazard and sustainability concerns

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36 cited
  • 2007Macroeconomic volatility, debt dynamics, and sovereign interest rate spreads29 cited