Country spreads and emerging countries
By Martin Uribe, Vivian Z. Yue. 2003
1,003 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/9606a76b32850cf14942314ce5ca07290454239e
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Stephanie Schmitt-Grohé
- Juan F. Rubio-Ramirez
- Jesús Fernández-Villaverde
- Martin Uribe
- J. Hatchondo
- Leonardo Martinez
- Felipe Meza
- Andrés Fernández
In Finance
- J. Hatchondo
- Leonardo Martinez
- Horacio Sapriza
- Luigi Bocola
- C. Arellano
- Felipe Meza
- Andrés Fernández
- Stephanie Schmitt-Grohé
Citations in the corpus
- Is it (Still) Mostly Fiscal? Determinants of Sovereign Spreads in Emerging Markets (2008, background): “Uribe and Zue (2006) , Kamin and von Kleinst (1999) and McGuire and Schrijvers (2003) find that global factors transmit external shocks to individual country risk through the rating system.”
- How do governments respond after catastrophes ? natural-disaster shocks and the fiscal stance (2011, neutral): “This is a standard assumption in this literature (see Broda (2004); Ahmed (2003), Uribe and Yue (2006)) because, given the length of the time series dimension of the data (around 20 annual observations), it is not possible to estimate country-specific dynamics unless we reduce importantly the…”
- Risk Matters: The Real Effects of Volatility Shocks (2009, positive): “First, due to the nonlinear nature of stochastic volatility, we apply the Particle lter to evaluate the likelihood function of the process driving the real interest rates (see the description of the Particle lter in Doucet et al., 2001, and, applied to economics, in Fernández-Villaverde and…”
- Public Investment, Growth, and Debt Sustainability: Putting Together the Pieces (2012, background): “51Neumeyer and Perri (2005), Uribe and Yue (2006) and Fernández-Villaverde et al. (2011) discuss how country risk premia, country spread and the volatility of the real exchange rate, respectively, affect business cycles in emerging economies.”
- Innovation, Productivity, and Monetary Policy (2017, methodology): “…variable (LSDV) or fixed-effects estimator is commonly used in panel VAR settings with relatively long time series of macroeconomic data—for example, Uribe and Yue (2006), Akinci (2013) or Cerra and Saxena (2008).19 We follow the same Choleski approach as in Section 3.2 to identify R&D shocks.”