TwinCrises

yearly observations of 22 countries from 1970 to 1997
number of observations : 616
number of time-series : 28
country :
JEL codes: F32, G15, G21, O16, O19, O47
Chapter : 06

datasets

Data sets for the Panel Data Econometrics with R <doi:10.1002/9781119504641> book.

Yves Croissant

pder

Panel Data Econometrics with R

Giovanni Millo

TwinCrises function

A dataframe containing:<dl class="dl-horizontal">
 <dt>country</dt><dd>the country name</dd>
 <dt>year</dt><dd>the year</dd>
 <dt>gdp</dt><dd>real gdp growth</dd>
 <dt>pubsurp</dt><dd>change in budget surplus to real gdp ratio</dd>
 <dt>credit</dt><dd>credit growth</dd>
 <dt>extgdp</dt><dd>external growth rates (weight average)</dd>
 <dt>exr</dt><dd>real exchange rate overvaluation</dd>
 <dt>open</dt><dd>openess</dd>
 <dt>curcrises</dt><dd>currency crises</dd>
 <dt>bkcrises</dt><dd>banking crises</dd>
 <dt>twin</dt><dd>twin crises</dd>
 <dt>area</dt><dd>a factor with levels 'other', 'asia' and 'latam' (for latin America)</dd>
 </dl>

Format

Costs of Currency and Banking Crises — TwinCrises

A dataframe containing:<dl class='dl-horizontal'>
 <dt>country</dt><dd>the country name</dd>
 <dt>year</dt><dd>the year</dd>
 <dt>gdp</dt><dd>real gdp growth</dd>
 <dt>pubsurp</dt><dd>change in budget surplus to real gdp ratio</dd>
 <dt>credit</dt><dd>credit growth</dd>
 <dt>extgdp</dt><dd>external growth rates (weight average)</dd>
 <dt>exr</dt><dd>real exchange rate overvaluation</dd>
 <dt>open</dt><dd>openess</dd>
 <dt>curcrises</dt><dd>currency crises</dd>
 <dt>bkcrises</dt><dd>banking crises</dd>
 <dt>twin</dt><dd>twin crises</dd>
 <dt>area</dt><dd>a factor with levels 'other', 'asia' and 'latam' (for latin America)</dd>
 </dl>

TwinCrises: Costs of Currency and Banking Crises

Description

Usage

Arguments

Format

References