Detecting Financial Collapse and Ballooning Sovereign Risk
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DOI: 10.1111/obes.12307
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- Peter C. B. Phillips, 2017. "Detecting Financial Collapse and Ballooning Sovereign Risk," Cowles Foundation Discussion Papers 2110, Cowles Foundation for Research in Economics, Yale University.
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JEL classification:
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
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