TwinCrises: Costs of Currency and Banking Crises
In pder: Panel Data Econometrics with R
Description
Usage
Format
Source
References
Description
yearly observations of 22 countries from 1970 to 1997
number of observations : 616
number of time-series : 28
country : world
package : panel
JEL codes: F32, G15, G21, O16, O19, O47
Chapter : 06
Usage
1
Format
A dataframe containing:
- country
the country name
- year
the year
- gdp
real gdp growth
- pubsurp
change in budget surplus to real gdp ratio
- credit
credit growth
- extgdp
external growth rates (weight average)
- exr
real exchange rate overvaluation
- open
openess
- curcrises
currency crises
- bkcrises
banking crises
- twin
twin crises
- area
a factor with levels 'other', 'asia' and 'latam' (for latin America)
Source
Journal of Money, Credit and Banking : https://jmcb.osu.edu/archive
References
Hutchison, Michael M. and Ilan Noy (2005) “How Bad Are Twins ? Output Costs of Currency and Banking Crises”, Journal of Money, Credit and Banking, 37(4), 725–752.
pder documentation built on Jan. 27, 2022, 1:12 a.m.
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Description Usage Format Source References
Description
yearly observations of 22 countries from 1970 to 1997
number of observations : 616
number of time-series : 28
country : world
package : panel
JEL codes: F32, G15, G21, O16, O19, O47
Chapter : 06
Usage
1 |
Format
A dataframe containing:
- country
the country name
- year
the year
- gdp
real gdp growth
- pubsurp
change in budget surplus to real gdp ratio
- credit
credit growth
- extgdp
external growth rates (weight average)
- exr
real exchange rate overvaluation
- open
openess
- curcrises
currency crises
- bkcrises
banking crises
- twin
twin crises
- area
a factor with levels 'other', 'asia' and 'latam' (for latin America)
Source
Journal of Money, Credit and Banking : https://jmcb.osu.edu/archive
References
Hutchison, Michael M. and Ilan Noy (2005) “How Bad Are Twins ? Output Costs of Currency and Banking Crises”, Journal of Money, Credit and Banking, 37(4), 725–752.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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