TwinCrises: Costs of Currency and Banking Crises

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 31, 2017, 5 a.m.

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