An econometric approach to macroeconomic risk : A cross country study

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A contribution to the study of volatility and country risk is made in order to achieve a successful cross country comparison. We present a methodology for the evaluation of country risk that include endogenous detection of multiple structural breaks (also identifying its different kinds), determinat...

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Autores principales: Carrera, Jorge Eduardo, Cusolito, Ana Paula, Féliz, Mariano, Panigo, Demian Tupac
Formato: Objeto de conferencia
Lenguaje:Inglés
Publicado: 2001
Materias:
Economía
risk
volatility
persistence
structural breaks
forescastability
macroeconomic variables
cross country analysis
Acceso en línea:http://sedici.unlp.edu.ar/handle/10915/111447
http://www.memoria.fahce.unlp.edu.ar/trab_eventos/ev.10577/ev.10577.pdf
Aporte de:
SEDICI (UNLP) de Universidad Nacional de La Plata

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