TwinCrises: Costs of Currency and Banking Crises
In pder: panel data econometrics with R
Description
Usage
Format
Source
References
See Also
Description
yearly observations of 22 countries from 1970 to 1997
number of observations : 616
economic topic : macroeconomics
econometrics topic : endogeneity
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 Money, Credit and Banking data archive : http://jmcb.osu.edu.
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.
See Also
Index.Economics, Index.Econometrics
pder documentation built on May 2, 2019, 6:49 p.m.
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Description Usage Format Source References See Also
Description
yearly observations of 22 countries from 1970 to 1997
number of observations : 616
economic topic : macroeconomics
econometrics topic : endogeneity
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 Money, Credit and Banking data archive : http://jmcb.osu.edu.
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.
See Also
Index.Economics, Index.Econometrics
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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