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dc.creatorHamann-Salcedo, Franz Alonso
dc.date.created2002-12-18
dc.date.issued2002-12-18
dc.identifier.urihttp://repositorio.banrep.gov.co/handle/20.500.12134/5243
dc.description.abstractThis paper investigates the impact of sovereign risk on the stochastic rational expectations equilibrium of a pure exchange small open economy. International borrowing and lending arise from the interaction between a risk averse sovereign representative a
dc.format.mimetypePDF
dc.language.isospa
dc.publisherBanco de la República
dc.relation.ispartofDocumentos de Trabajo
dc.relation.ispartofseriesBorradores de Economía
dc.relation.isversionofBorradores de Economía; No. 225
dc.rights.accessRightsOpen Access
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/
dc.titleSovereign risk and macroeconomic fluctuations
dc.typeWorking Paper
dc.subject.jelC32 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
dc.subject.jelE32 - Business Fluctuations; Cycles
dc.subject.keywordMacroeconomic
dc.subject.keywordFluctuations
dc.subject.lembRiesgo país
dc.subject.lembCiclos económicos
dc.subject.lembCrisis financiera
dc.subject.lembMercados emergentes
dc.subject.lembMacroeconomía
dc.type.spaDocumentos de trabajo
dc.rights.spaAcceso abierto
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0
dc.subject.jelspaC32 - Modelos de series temporales; Regresiones cuantiles dinámicas; Modelos dinámicos de tratamiento; procesos de difusión; representación de espacios de estados
dc.subject.jelspaE32 - Fluctuaciones económicas; Ciclos
dc.type.hasversionPublished Version
dc.coverage.sucursalBogotá
dc.relation.doihttps://doi.org/10.32468/be.225
dc.rights.disclaimerLas opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva.
dc.relation.numberBorrador 225
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/225.html
dc.relation.dotechttps://ideas.repec.org/p/col/000094/003520.html
dc.identifier.handlehttp://hdl.handle.net/20.500.12134/5243
dc.creator.firmaFranz Hamann
dc.source.handleRepecRePEc:bdr:borrec:225


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This work is licensed under a Creative Commons Reconocimiento-NoComercial 4.0.This document has been deposited by the author (s) under the following certificate of deposit