Location via proxy:   [ UP ]  
[Report a bug]   [Manage cookies]                
create a website

Contagious Currency Crisis: A Spatial Probit Approach. (2003). Novo, lvaro A..
In: Working Papers.
RePEc:ptu:wpaper:w200305.

Full description at Econpapers || Download paper

Cited: 5

Citations received by this document

Cites: 31

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Re-examining the Contagion Channels of Global Financial Crises: Evidence from the Twelve Years since the US Subprime Crisis. (2022). Di, Qian ; Xu, Fangming ; Li, Lifang ; Tang, Shenfeng ; Jiang, Hai.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531922000058.

    Full description at Econpapers || Download paper

  2. The spatial Probit model—An application to the study of banking crises at the end of the 1990’s. (2014). Mendes, Victor ; Abreu, Margarida ; Amaral, Andrea .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:415:y:2014:i:c:p:251-260.

    Full description at Econpapers || Download paper

  3. The Spatial Probit Model – An Application to the Study of Banking Crises at the End of the 90’s. (2014). Mendes, Victor ; Abreu, Margarida ; Amaral, Andrea .
    In: CEFAGE-UE Working Papers.
    RePEc:cfe:wpcefa:2014_05.

    Full description at Econpapers || Download paper

  4. ESTIMATORS OF BINARY SPATIAL AUTOREGRESSIVE MODELS: A MONTE CARLO STUDY. (2014). Calabrese, Raffaella ; Chen, Anping ; Boarnet, Marlon ; Partridge, Mark ; Elkink, Johan A..
    In: Journal of Regional Science.
    RePEc:bla:jregsc:v:54:y:2014:i:4:p:664-687.

    Full description at Econpapers || Download paper

  5. Spatial Spillovers in Emerging Market Spreads. (2011). Poghosyan, Tigran ; Baldacci, Emanuele ; Dell'Erba, Salvatore.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/221.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Anselin, Luc (1980). Estimation Methods for Spatial Autoregressive Structures, Ph.D. Dissertation, Cornell University, Ithaca, N.Y..
    Paper not yet in RePEc: Add citation now
  2. Anselin, Luc (1988). Spatial Econometric Methods and Models, Kluwer Academic Publishers, New York.
    Paper not yet in RePEc: Add citation now
  3. Anselin, Luc (2001a). Spatial Econometrics, in Baltagi, Badi (ed.) Companion To Econometrics, forthcoming, 1-30.
    Paper not yet in RePEc: Add citation now
  4. Anselin, Luc (2001b). Rao's Score Test in Spatial Econometrics, Journal of Statistical Planning and Inference, forthcoming, 1-32.
    Paper not yet in RePEc: Add citation now
  5. Anselin, Luc & Anil K. Bera (1998). Spatial Dependence in Linear Regression Models with an Introduction to Spatial Econometrics, in A. Ullah and D. Giles (eds.), Handbook of Applied Economic Statistics, NY, 237-289.
    Paper not yet in RePEc: Add citation now
  6. Anselin, Luc, A. Bera, R. Florax & M Yoon (1996). Simple Diagnostic Tests for Spatial Dependence, Regional Science and Urban Economics, 26, 77-104.

  7. Beron, Kurt J. & Wim P.M. Vijverber (1999). Probit in a Spatial Context: A Monte Carlo Analysis, U. Texas, Dallas, Working Paper, 1-42.
    Paper not yet in RePEc: Add citation now
  8. Buiter, Willem, Giancarlo Corsetti & Paolo Pesenti (1996). Financial Markets and International Monetary Cooperation, Cambridge University Press, Cambridge.
    Paper not yet in RePEc: Add citation now
  9. Calvo, Guillermo A. & Enrique G. Mendoza (2000). Rational Contagion and the Globalization of Securities Markets, Journal of International Economics, 51(1), 79-113.

  10. Corsetti, Giancarlo, Paolo Pesenti, Nouriel Roubini & Cedric Tille (2000). Competitive Devaluations: Toward a Welfare-based Approach, Journal of International Economics, 51(1), 217-241.

  11. Drazen, Allan (1999). Political Contagion in Currency Crises, National Bureau of Economic Research, 7211, 1-31.

  12. Eichengreen, Barry, Andrew K. Rose & Charles Wyplosz (1996). Contagious Currency Crises, National Bureau of Economic Research, 5681, 1-48.

  13. Feldstein, Martin (1997). The Political Economy of the European Economic and Monetary Union: Political Sources of an Economic Liability, Journal of Economic Perspectives, 11, 23-42.

  14. Flood, Robert & Nancy Marion (1998). Perspectives on the Recent Currency Crisis Literature, National Bureau of Economic Research, 6380, 1-57.

  15. Forbes, Kristin & Roberto Rigobon (1999). Measuring Contagion: Conceptual and Empirical Issues, MIT - Sloan School of Management, Working Paper, 1-31.
    Paper not yet in RePEc: Add citation now
  16. Frankel, Jeffrey A. & Andrew K. Rose (1995). An Empirical Characterization of Nominal Exchange Rates, in Gene Grossman and Kenneth Rogoff (eds.), Handbook of International Economics, 3, Amsterdan: North Holland, 1689-1729.
    Paper not yet in RePEc: Add citation now
  17. Gerlach, Stefan & Frank Smets (1995). Contagious Speculative Attacks, European Journal of Political Economy, 11, 5-63.

  18. Glick, Reuven & Andrew K. Rose (1999). Contagion and Trade: Why Are Currency Crises Regional, Journal of International Money & Finance, 18(4), 603-618.

  19. Goldfajn, Ilan & Rodrigo Valdes (1995). Balance of Payments Crises and Capital Flows: The Role of Liquidity, MIT, Working Paper, 1-30.

  20. Kaminsky, Graciela & Carmen Reinhart (2001). On Crises, Contagion and Confusion, Journal of International Economics, 51(1), 145-168.

  21. Kaminsky, Graciela, Saul Lizondo & Carmen Reinhart (1998). Leading Indicators of Currency Crises, International Monetary Fund, 45(1), 1-48.

  22. Krugman, Paul (1979). A Model of Balance of Payments Crises, Journal of Money Credit and Banking, 11, 311-325.

  23. LeSage, James P. (1999). Bayesian Estimation of Limited Dependent Variable Spatial Autoregressive Models, U. Toledo, Ohio, Working Paper, 1-23.
    Paper not yet in RePEc: Add citation now
  24. Loisel, Olivier & Philippe Martin (2001). Coordination, Cooperation, Contagion and Currency Crises, Journal of International Economics, 53(2), 399-419.

  25. Masson, Paul (1998). Contagion: Monsoonal Effects, Spillovers, and Jumps Between Multiple Equilibria, International Monetary Fund, 98/142, 1-32.

  26. McMillen, Daniel P. (1992). Probit with Spatial Autocorrelation, Journal of Regional Science, 32-3, 335-348.
    Paper not yet in RePEc: Add citation now
  27. Novo, Alvaro (2001). Contagious Currency Crises: A Spatial Probit Approach, Thesis, University of Illinois, Urbana-Champaign, 44-73.
    Paper not yet in RePEc: Add citation now
  28. Obstfeld, Maurice (1986). Speculative Attacks and the External Constraint in a Maximizing Model of the Balance of Payments, American Economic Review, 51, 657-665.

  29. Pinkse, Joris & Margaret E. Slade (1998). Contracting in Space: An Application of Spatial Statistics to Discrete-choice Models, Journal of Econometrics, 85, 125-154.

  30. Sachs, Jeffrey, Aaron Tornell & Andres Velasco (1996). Financial Crises in Emerging Markets: The Lessons From 1995, Brookings Papers on Economic Activity, 16, 147-215.

  31. Van Rijckeghem, Caroline & Beatrice Weder (2001). Sources of Contagion: Is It Finance or Trade?, Journal of International Economics, 54(2), 293-308.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Second-order polynomial spatial error model. Global and local spatial dependence in unemployment in Andalusia. (2013). Fernando A, Lopez ; Lopez-Hernandez, Fernando A..
    In: Economic Modelling.
    RePEc:eee:ecmode:v:33:y:2013:i:c:p:270-279.

    Full description at Econpapers || Download paper

  2. Agglomeration and Spatial Dependence in Certified Organic Operations in the United States. (2013). Jaenicke, Edward ; Marasteanu, Julia I..
    In: 2013 Annual Meeting, August 4-6, 2013, Washington, D.C..
    RePEc:ags:aaea13:149551.

    Full description at Econpapers || Download paper

  3. Analysis of spatial effects in vine and olive crops across Portuguese regions. (2011). Martinho, Vítor ; Martinho, Vitor João Pereira Domingues, .
    In: MPRA Paper.
    RePEc:pra:mprapa:33201.

    Full description at Econpapers || Download paper

  4. Analysis of spatial effects in vine crop across Portuguese regions. (2011). Martinho, Vítor ; Martinho, Vitor João Pereira Domingues, .
    In: MPRA Paper.
    RePEc:pra:mprapa:33200.

    Full description at Econpapers || Download paper

  5. Spatial effects and Verdoorn law in the Portuguese context. (2011). Martinho, Vítor ; Martinho, Vitor João Pereira Domingues, .
    In: MPRA Paper.
    RePEc:pra:mprapa:32183.

    Full description at Econpapers || Download paper

  6. Spatial autocorrelation and Verdoorn law in the Portuguese nuts III. (2011). Martinho, Vítor ; Martinho, Vitor João Pereira Domingues, .
    In: MPRA Paper.
    RePEc:pra:mprapa:32165.

    Full description at Econpapers || Download paper

  7. Evidence of Competition in Research Activity among Economic Department using Spatial Econometric Techniques. (2011). Zigova, Katarina ; Elhorst, J.Paul.
    In: Working Paper Series of the Department of Economics, University of Konstanz.
    RePEc:knz:dpteco:1104.

    Full description at Econpapers || Download paper

  8. Instability in spatial error models: an application to the hypothesis of convergence in the European case. (2010). mur, jesus ; Fernando A, Lopez ; Angulo, Ana ; Lopez, Fernando.
    In: Journal of Geographical Systems.
    RePEc:kap:jgeosy:v:12:y:2010:i:3:p:259-280.

    Full description at Econpapers || Download paper

  9. Regulatory zoning and coastal housing prices: a bayesian hedonic approach (In French). (2010). POUYANNE, Guillaume.
    In: Cahiers du GREThA.
    RePEc:grt:wpegrt:2010-12.

    Full description at Econpapers || Download paper

  10. Geographical Distribution of Unemployment: An Analysis of Provincial Differences in Italy. (2007). Nijkamp, Peter ; Cracolici, Maria Francesca ; Cuffaro, Miranda.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20070065.

    Full description at Econpapers || Download paper

  11. Fiscal Interactions Among European Countries. Does the EU Matter?. (2007). redoano, michela.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1952.

    Full description at Econpapers || Download paper

  12. Declared vs. revealed yardstick competition:Local government efficiency in Norway. (2006). Revelli, Federico ; Federico, Revelli ; Per, Tovmo.
    In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
    RePEc:uto:dipeco:200605.

    Full description at Econpapers || Download paper

  13. GEOGRAPHIC AND INSTITUTIONAL DETERMINANTS OF REAL INCOME:A SPATIO-TEMPORAL SIMULTANEOUS EQUATION APPROACH. (2006). Ngeleza, Guyslain ; Masters, William ; Florax, Raymond.
    In: Working Papers.
    RePEc:pae:wpaper:06-15.

    Full description at Econpapers || Download paper

  14. How Do Criminals Locate? Crime and Spatial Dependence in Minas Gerais. (2005). Puech, Frédéric.
    In: Urban/Regional.
    RePEc:wpa:wuwpur:0509018.

    Full description at Econpapers || Download paper

  15. SPATIAL AND SECTORAL PRODUCTIVITY CONVERGENCE BETWEEN EUROPEAN REGIONS, 1975-2000. (2005). Le Gallo, Julie ; Dall'erba, Sandy.
    In: Urban/Regional.
    RePEc:wpa:wuwpur:0503004.

    Full description at Econpapers || Download paper

  16. Spatial econometric analysis of the evolution of the European regional convergence process, 1980-1999. (2005). Le Gallo, Julie ; Dall'erba, Sandy.
    In: Urban/Regional.
    RePEc:wpa:wuwpur:0311001.

    Full description at Econpapers || Download paper

  17. The Regional Dimension of Migration in Greece - Spatial Patterns and Causal Factors. (2005). Tragaki, Alexandra ; Rovolis, Antonis.
    In: ERSA conference papers.
    RePEc:wiw:wiwrsa:ersa05p774.

    Full description at Econpapers || Download paper

  18. A closer look at the Spatial Durbin Model. (2005). mur, jesus ; Angulo, Ana.
    In: ERSA conference papers.
    RePEc:wiw:wiwrsa:ersa05p392.

    Full description at Econpapers || Download paper

  19. SPATIAL AND SECTORAL PRODUCTIVITY CONVERGENCE BETWEEN EUROPEAN REGIONS, 1975-2000. (2005). Le Gallo, Julie ; Dall'erba, Sandy.
    In: ERSA conference papers.
    RePEc:wiw:wiwrsa:ersa05p191.

    Full description at Econpapers || Download paper

  20. Property Taxation as a Determinant of School District Efficiency. (2005). Rønning, Marte ; Fiva, Jon ; Ronning, Marte.
    In: Working Paper Series.
    RePEc:nst:samfok:5105.

    Full description at Econpapers || Download paper

  21. Spatial externalities between Brazilian municipios and their neighbours. (2005). Spielvogel, Gilles ; De Vreyer, Philippe.
    In: Ibero America Institute for Econ. Research (IAI) Discussion Papers.
    RePEc:got:iaidps:123.

    Full description at Econpapers || Download paper

  22. Regional Disparities in the European Union: Convergence and Agglomeration. (2005). Stephan, Andreas ; Geppert, Kurt ; Happich, Michael .
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp525.

    Full description at Econpapers || Download paper

  23. REGIONAL CONVERGENCE AND THE IMPACT OF EUROPEAN STRUCTURAL FUNDS OVER 1989-1999: A SPATIAL ECONOMETRIC ANALYSIS. (2004). Le Gallo, Julie ; Dall'erba, Sandy.
    In: Urban/Regional.
    RePEc:wpa:wuwpur:0310005.

    Full description at Econpapers || Download paper

  24. Vuong and Wald tests. Simplicity vs. Complexity. (2004). mur, jesus ; Angulo, Ana.
    In: ERSA conference papers.
    RePEc:wiw:wiwrsa:ersa04p36.

    Full description at Econpapers || Download paper

  25. Spatial Heterogeneity and the Wage Curve Revisited. (2004). Poot, Jacques ; Nijkamp, Peter ; Longhi, Simonetta.
    In: ERSA conference papers.
    RePEc:wiw:wiwrsa:ersa04p115.

    Full description at Econpapers || Download paper

  26. Welfare Competition in Norway. (2004). Rattso, Jorn ; Fiva, Jon.
    In: Working Paper Series.
    RePEc:nst:samfok:4204.

    Full description at Econpapers || Download paper

  27. Performance Rating and Yardstick Competition in Social Service Provision. (2004). Revelli, Federico.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1270.

    Full description at Econpapers || Download paper

  28. FISCAL INTERACTIONS AMONG EUROPEAN COUNTRIES. (2003). redoano, michela.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:680.

    Full description at Econpapers || Download paper

  29. Geographic Spillover Effects of Regional Funds and their Impact on the European Convergence Process over 1989-1999. (2003). Le Gallo, Julie ; Dall'erba, Sandy.
    In: ERSA conference papers.
    RePEc:wiw:wiwrsa:ersa03p136.

    Full description at Econpapers || Download paper

  30. Self-employment in Brazil and its determinants: a spatial analysis. (2003). Machado, Ana ; Chein, Flavia ; Moro, Sueli .
    In: Textos para Discussão Cedeplar-UFMG.
    RePEc:cdp:texdis:td204.

    Full description at Econpapers || Download paper

  31. Explaining the Level of Relative Investment Specialisation: A Spatial Econometric Analysis of EU Regions. (2002). Stirboeck, Claudia ; Stirbock, Claudia .
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:667.

    Full description at Econpapers || Download paper

  32. DO COUNTRIES COMPETE OVER CORPORATE TAX RATES?. (2002). redoano, michela ; Lockwood, Ben ; Devereux, Michael.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:642.

    Full description at Econpapers || Download paper

  33. The European Regional Convergence Process, 1980-1995: Do Spatial Regimes and Spatial Dependence Matter?. (2002). Le Gallo, Julie ; Ertur, Cem ; Baumont, Catherine.
    In: Econometrics.
    RePEc:wpa:wuwpem:0207002.

    Full description at Econpapers || Download paper

  34. The regional distribution of spanish unemployment. A spatial analysis. (2002). Lopez-Bazo, Enrique ; del Barrio Castro, Tomás ; Artís, Manuel ; Artis, Manuel .
    In: ERSA conference papers.
    RePEc:wiw:wiwrsa:ersa02p020.

    Full description at Econpapers || Download paper

  35. Reaction or interaction? Spatial process identification in multi-tiered government structures. (2002). Revelli, Federico.
    In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
    RePEc:uto:dipeco:200202.

    Full description at Econpapers || Download paper

  36. Do Countries Compete over Corporate Tax Rates?. (2002). redoano, michela ; Lockwood, Ben ; Devereux, Michael.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3400.

    Full description at Econpapers || Download paper

  37. Testing Panel Data Regression Models with Spatial Error Correlation. (2002). Baltagi, Badi ; Song, Seuck Heun ; Koh, Won.
    In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
    RePEc:cpd:pd2002:b6-4.

    Full description at Econpapers || Download paper

  38. In Search for Yardstick Competition: Property Tax Rates and Electoral Behavior in Italian Cities. (2002). Revelli, Federico ; cerniglia, floriana ; bordignon, massimo.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_644.

    Full description at Econpapers || Download paper

  39. A Spatial Econometric Analysis of Geographic Spillovers and Growth for European Regions, 1980-1995. (2001). Le Gallo, Julie ; Ertur, Cem ; Baumont, Catherine.
    In: LATEC - Document de travail - Economie (1991-2003).
    RePEc:lat:lateco:2001-04.

    Full description at Econpapers || Download paper

  40. Trade Flows and Spatial Effects: The Gravity Model Revisited. (2001). Porojan, A..
    In: Open Economies Review.
    RePEc:kap:openec:v:12:y:2001:i:3:p:265-280.

    Full description at Econpapers || Download paper

  41. Polycentric urban structure: the case of Milwaukee. (2001). McMillen, Daniel.
    In: Economic Perspectives.
    RePEc:fip:fedhep:y:2001:i:qii:p:15-27:n:v.25no.2.

    Full description at Econpapers || Download paper

  42. Geographic Spillover and Growth. A Spatial Econometric Analysis for European Regions. (2000). Le Gallo, Julie ; Ertur, Cem ; Baumont, Catherine.
    In: LATEC - Document de travail - Economie (1991-2003).
    RePEc:lat:lateco:2000-07.

    Full description at Econpapers || Download paper

  43. Econométrie spatiale 1 -Autocorrélation spatiale. (2000). Le Gallo, Julie.
    In: LATEC - Document de travail - Economie (1991-2003).
    RePEc:lat:lateco:2000-05.

    Full description at Econpapers || Download paper

  44. Convergence des régions européennes. Une approche par léconométrie spatiale. (2000). Le Gallo, Julie ; Ertur, Cem ; Baumont, Catherine.
    In: LATEC - Document de travail - Economie (1991-2003).
    RePEc:lat:lateco:2000-03.

    Full description at Econpapers || Download paper

  45. Do Local Governments Engage in Strategic Property-Tax Competition?. (2000). Brueckner, Jan ; Saavedra, Luz A..
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0357.

    Full description at Econpapers || Download paper

  46. DO LOCAL GOVERNMENTS ENGAGE IN STRATEGIC PROPERTY- TAX COMPETITION. (2000). Saavedra, Luz Amparo.
    In: BORRADORES DE ECONOMIA.
    RePEc:col:000094:002378.

    Full description at Econpapers || Download paper

  47. Do Local Governments Engage in Strategic Property- Tax competition?. (2000). Saavedra, Luz Amparo.
    In: Borradores de Economia.
    RePEc:bdr:borrec:139.

    Full description at Econpapers || Download paper

  48. On the Asymptotic Distribution of the Moran I Test Statistic with Applications. (1999). Prucha, Ingmar ; Kelejian, Harry H..
    In: Electronic Working Papers.
    RePEc:umd:umdeco:99-002.

    Full description at Econpapers || Download paper

  49. US Regional Income Convergence: A Spatial Econometric Perspective. (1999). Rey, Sergio ; Sergio J. Rey, Brett D. Montouri, .
    In: Regional Studies.
    RePEc:taf:regstd:v:33:y:1999:i:2:p:143-156.

    Full description at Econpapers || Download paper

  50. Grow, neighbour grow, grow... Neighbour be good!. (1998). Moreno, Rosina ; Lopez-Bazo, Enrique ; Vaya, Esther .
    In: ERSA conference papers.
    RePEc:wiw:wiwrsa:ersa98p168.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-13 10:33:08 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.