English, Article, Journal or magazine article edition: Estimando Probabilidades de Ocorrência de Crises Cambiais no Brasil Inez Sílvia Batista Castro; José Carlos de Lacerda Leite

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Bookmark: http://trove.nla.gov.au/version/124620
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Estimando Probabilidades de Ocorrência de Crises Cambiais no Brasil
Author
  • Inez Sílvia Batista Castro
  • José Carlos de Lacerda Leite
Physical Description
  • preprint
Notes
  • The main objective of this paper is to find an alternative way of estimation of the probabilities of devalutation instead of the traditional method Logit. The methodology is based on Olivier Jeanne (1997) and several articles of Svensson and Rose. Logit models have certain degree of subjectivity on the determination of the periods of crisis and periods of non-crisis. Jeanne’s method tries to tackle out this problem and it seems appropriate to Brazilian economy. After estimating the probabilities of devaluation in Brazilian economy in the period july/​94-january/​99, there is an investigation of the variables that may influence that probability. Some variables that are described in the first and in the second generation models of balance of payments crisis are considered statistically significants to determine the probability of devaluation.
  • Balance of Payments Crisis, Causes of Speculative Attacks, Brazilian Economy in the 90’s, Exchange Rate Devaluation, Drift adjustment method.
  • RePEc:anp:en2003:c05
Language
  • English
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