Sovereign risk and macroeconomic fluctuations

Thumbnail Image
Download
Borradores de Economía; No. 225

Date published

2002-12-18

Date

2002-12-18

Authors

Hamann-Salcedo, Franz Alonso

Part of book title

ISSN

ISBN

Document language

spa
Metrics
downloads: 0
abstract_views: 0

Las 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.

The opinions contained in this document are the sole responsibility of the author and do not commit Banco de la República or its Board of Directors.

Abstract

This 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

Description

JEL Codes

C32 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models

Temática

Keywords

Keywords

Macroeconomic , Fluctuations

Citation

URI

https://repositorio.banrep.gov.co/handle/20.500.12134/5243
 https://hdl.handle.net/20.500.12134/5243
 https://ideas.repec.org/p/bdr/borrec/225.html
 https://doi.org/10.32468/be.225

Collections

Borradores de Economía

Seleccionar año de consulta:
Full item page

Esta obra está bajo licencia internacional Creative Commons Reconocimiento-NoComercial 4.0.

Este documento ha sido depositado por parte de el(los) autor(es) bajo la siguiente constancia de depósito