违约风险评估中的模糊相似性与反事实:欧元区危机与阿根廷解决方案

Q3 Economics, Econometrics and Finance

Fuzzy Economic Review Pub Date : 2015-05-01 DOI:10.25102/FER.2015.01.02

J. Pazzi, F. Tohmé

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引用次数: 0

摘要

我们提出了一种基于模糊相似性概念的方法来比较处于违约风险下的经济体。我们对欧元区最困难国家的前景与2001年的阿根廷进行了反事实分析。这使我们能够评估这些经济体最终走上阿根廷道路的可能性。

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FUZZY SIMILARITY AND COUNTERFACTUALS IN THE ASSESSMENT OF DEFAULT RISK: THE EUROZONE CRISIS AND THE ARGENTINEAN SOLUTION

We present an approach, based on the notion of fuzzy similarity, to the comparison of economies under default risk. We run a counterfactual analysis of the perspectives of the most troubled countries in the Eurozone compared with Argentina in 2001. This allows us to assess the possibility that these economies will end up following the path of Argentina.

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来源期刊

Fuzzy Economic Review Economics, Econometrics and Finance-Economics and Econometrics

CiteScore

0.40

自引率

0.00%

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