The University of Southampton
University of Southampton Institutional Repository

Predicting the Timing and Quantity of LDC Debt Rescheduling

Predicting the Timing and Quantity of LDC Debt Rescheduling
Predicting the Timing and Quantity of LDC Debt Rescheduling
In this paper we estimate a Type 2 Tobit model to explain both the timing and quantity of developing country debt rescheduling using an annual data set for 27 countries from 1977–1981 and six-monthly data for 59 countries from 1977–1985. We obtain a satisfactory model for both the timing and quantity of rescheduling which will be more useful for country risk analysis than models which predict the timing alone.
0165-1765
67-73
Lloyd-Ellis, H.
9dae3cfd-689a-4650-9610-baadf509fb50
McKenzie, G.W.
49379510-12d6-474a-95db-2ea5b95c9470
Thomas, S.H.
51ff3b62-89ae-4190-8a9e-ed4a76c8297c
Lloyd-Ellis, H.
9dae3cfd-689a-4650-9610-baadf509fb50
McKenzie, G.W.
49379510-12d6-474a-95db-2ea5b95c9470
Thomas, S.H.
51ff3b62-89ae-4190-8a9e-ed4a76c8297c

Lloyd-Ellis, H., McKenzie, G.W. and Thomas, S.H. (1991) Predicting the Timing and Quantity of LDC Debt Rescheduling. Economics Letters, 32 (1), 67-73. (doi:10.1016/0165-1765(90)90051-2).

Record type: Article

Abstract

In this paper we estimate a Type 2 Tobit model to explain both the timing and quantity of developing country debt rescheduling using an annual data set for 27 countries from 1977–1981 and six-monthly data for 59 countries from 1977–1985. We obtain a satisfactory model for both the timing and quantity of rescheduling which will be more useful for country risk analysis than models which predict the timing alone.

This record has no associated files available for download.

More information

Published date: 1991

Identifiers

Local EPrints ID: 37393
URI: http://eprints.soton.ac.uk/id/eprint/37393
ISSN: 0165-1765
PURE UUID: 7023f047-ad9b-485e-ae5f-48f646be4caa

Catalogue record

Date deposited: 12 Feb 2007
Last modified: 15 Mar 2024 07:58

Export record

Altmetrics

Contributors

Author: H. Lloyd-Ellis
Author: G.W. McKenzie
Author: S.H. Thomas

Download statistics

Downloads from ePrints over the past year. Other digital versions may also be available to download e.g. from the publisher's website.

View more statistics

Atom RSS 1.0 RSS 2.0

Contact ePrints Soton: eprints@soton.ac.uk

ePrints Soton supports OAI 2.0 with a base URL of http://eprints.soton.ac.uk/cgi/oai2

This repository has been built using EPrints software, developed at the University of Southampton, but available to everyone to use.

We use cookies to ensure that we give you the best experience on our website. If you continue without changing your settings, we will assume that you are happy to receive cookies on the University of Southampton website.

×