Early Warning System for Government Debt Crisis in Developing Countries
This study develops an early warning signal (EWS) of government debt crisis using a panel data consisting of 43 developing countries over the period of 1960 to 2017. It employs two different methods: the noise to signal ratio to capture the signaling power of individual indicators; and the binomial...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Sciendo
2020-07-01
|
| Series: | Journal of Central Banking Theory and Practice |
| Subjects: | |
| Online Access: | https://doi.org/10.2478/jcbtp-2020-0025 |