The Resource Estimation and out-of-sample Prediction of Sudden Stops : Do Regions of Emerging Markets Behave Differently from Each Other?, (electronic resource)

Estimation and out-of-sample Prediction of Sudden Stops : Do Regions of Emerging Markets Behave Differently from Each Other?, (electronic resource)

Label
Estimation and out-of-sample Prediction of Sudden Stops : Do Regions of Emerging Markets Behave Differently from Each Other?
Title
Estimation and out-of-sample Prediction of Sudden Stops
Title remainder
Do Regions of Emerging Markets Behave Differently from Each Other?
Title variation
  • IMF Working Papers
  • Estimation and out-of-sample Prediction of Sudden Stops
Creator
Subject
Genre
Language
  • eng
  • eng
Summary
We identify episodes of sudden stops in emerging economies and estimate the probability to observe them. Sudden stops are more likely when global growth falters, risk aversion in financial markets rises, and vulnerabilities in the external and financial sectors increase. However, the significance of the explanatory variables vary across regions. In Latin America and Eastern Europe, gross capital inflows are more responsive to changes in global growth than in Asia. Trade linkages tend to be more important than financial linkages in Eastern Europe, while in Asia and Latin America the opposite is
Member of
Cataloging source
AU-PeEL
http://library.link/vocab/creatorName
Comelli, Fabio
Dewey number
  • 332.1/52
  • 332.152
Language note
English
LC call number
HG5993
Nature of contents
dictionaries
Series statement
IMF Working Papers
Series volume
v.Working Paper No. 15/138
http://library.link/vocab/subjectName
  • Country risk -- Developing countries
  • Developing countries -- Economic conditions
  • Investments -- Developing countries
  • International Finance
  • Finance
  • Business & Economics
Label
Estimation and out-of-sample Prediction of Sudden Stops : Do Regions of Emerging Markets Behave Differently from Each Other?, (electronic resource)
Instantiates
Publication
Note
Description based upon print version of record
Carrier category
online resource
Carrier category code
  • cr
Content category
text
Content type code
  • txt
Contents
  • ""Cover Page""; ""Title Page""; ""Copyright Page""; ""Contents""; ""Tables""; ""I. Introduction""; ""II. Related Literature""; ""III. Data""; ""IV. Methodology""; ""A. Identifying Sudden Stop Episodes""; ""1. Sudden stop episodes and average length (in quarters)""; ""B. International linkages""; ""C. Econometric Strategy""; ""V. Results""; ""A. Baseline Results""; ""B. Sensitivity Analysis""; ""2. Panel logit regressions: baseline and regional estimates""; ""i. Global vs. Regional Panels""; ""ii. Additional Control Variabels""; ""iii. Extreme Sudden Stop Episodes""
  • ""3. Panel logit regressions: additional control variables""""4. Panel logit regressions: extreme sudden stops""; ""C. Out-of-sample Performance""; ""5. Panel logit regressions: changing the sample period""; ""6. In-sample and out-of-sample performance""; ""VI. Conclusions""; ""Appendix""; ""References""; ""Footnotes""
Dimensions
unknown
Extent
1 online resource (56 p.)
Form of item
electronic
Isbn
9781513523705
Media category
computer
Media type code
  • c
Specific material designation
remote
System control number
  • (CKB)3710000000449249
  • (EBL)2120092
  • (OCoLC)913579624
  • (SSID)ssj0001561895
  • (PQKBManifestationID)16204404
  • (PQKBTitleCode)TC0001561895
  • (PQKBWorkID)14833233
  • (PQKB)10789153
  • (EXLCZ)993710000000449249
Label
Estimation and out-of-sample Prediction of Sudden Stops : Do Regions of Emerging Markets Behave Differently from Each Other?, (electronic resource)
Publication
Note
Description based upon print version of record
Carrier category
online resource
Carrier category code
  • cr
Content category
text
Content type code
  • txt
Contents
  • ""Cover Page""; ""Title Page""; ""Copyright Page""; ""Contents""; ""Tables""; ""I. Introduction""; ""II. Related Literature""; ""III. Data""; ""IV. Methodology""; ""A. Identifying Sudden Stop Episodes""; ""1. Sudden stop episodes and average length (in quarters)""; ""B. International linkages""; ""C. Econometric Strategy""; ""V. Results""; ""A. Baseline Results""; ""B. Sensitivity Analysis""; ""2. Panel logit regressions: baseline and regional estimates""; ""i. Global vs. Regional Panels""; ""ii. Additional Control Variabels""; ""iii. Extreme Sudden Stop Episodes""
  • ""3. Panel logit regressions: additional control variables""""4. Panel logit regressions: extreme sudden stops""; ""C. Out-of-sample Performance""; ""5. Panel logit regressions: changing the sample period""; ""6. In-sample and out-of-sample performance""; ""VI. Conclusions""; ""Appendix""; ""References""; ""Footnotes""
Dimensions
unknown
Extent
1 online resource (56 p.)
Form of item
electronic
Isbn
9781513523705
Media category
computer
Media type code
  • c
Specific material designation
remote
System control number
  • (CKB)3710000000449249
  • (EBL)2120092
  • (OCoLC)913579624
  • (SSID)ssj0001561895
  • (PQKBManifestationID)16204404
  • (PQKBTitleCode)TC0001561895
  • (PQKBWorkID)14833233
  • (PQKB)10789153
  • (EXLCZ)993710000000449249

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