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Evaluation empirique de la capacité de la dette des nations : quelques problèmes

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  • Jean-Anaclet Mampassi

Abstract

L'article se présente comme une étude des différentes techniques empiriques d'évaluation du risque souverain à travers la prévision de la capacité à honorer le service de la dette. Trois principales méthodes statistiques ont été appliquées : l'analyse discriminante, l'analyse des composantes principales et l'analyse logit. Ces méthodes, qui aident à identifier après-coup les variables responsables des difficultés de service de la dette, se révèlent toutefois peu efficaces pour élaborer un système de prévention rapide permettant de prévenir les crises de la dette. Car, non seulement certaines variables susceptibles d'affecter la capacité du service de la dette (facteurs politiques et sociaux en particulier) ne sont pas aisément quantifiables mais d'autres variables économiques ne se prêtent pas convenablement à la projection (variables monétaires, par exemple).

Suggested Citation

  • Jean-Anaclet Mampassi, 1996. "Evaluation empirique de la capacité de la dette des nations : quelques problèmes," Documents de travail 12, Groupe d'Economie du Développement de l'Université Montesquieu Bordeaux IV.
    • Handle: RePEc:mon:ceddtr:12
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    More about this item

    JEL classification:

    • H63 - Public Economics - - National Budget, Deficit, and Debt - - - Debt; Debt Management; Sovereign Debt

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