[R-SIG-Finance] Developing Markets Sovereign Debt -- World Bank

Jim Callahan jim.callahan.orlando at gmail.com
Sun Jul 4 20:47:47 CEST 2010

> Date: Sat, 03 Jul 2010 07:39:42 -0400
> From: "Timothy M. Ney" <tmney at columbus.rr.com>
> To: r-sig-finance at stat.math.ethz.ch
> Subject: [R-SIG-Finance] Developing Markets Sovereign Debt
> Message-ID: <1278157182.2220.8.camel at localhost.localdomain>
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> Hello to All.
> Has anyone had experience with accessing through quantmod,
> I am guessing that this woulb be via FRED, any data on
> developing world sovereign debt?

World Bank / Quarterly External Debt Statistics (QEDS)

Left hand column:
SDDS/QEDS Data > Database Access

brings up screen...

Tabbed form for selecting Country, Series & Time
Creates custom MS Excel or CSV files

In R:


For the macroeconomic context, you might check out Professor Ray
Fair's Multi-Country (MC) series of econometric models:

In Dr. Ray Fair's US model:
"The federal government surplus (+) or deficit (-) (SGP) is the
difference between receipts and expenditures, which is defined in
equation 107:

107. SGP = RECG - EXPG"

I am not sure off-hand if their is a similar equation for each country
in the MC model.

Jim Callahan
Orlando, FL

> I am not really looking for specific help, such as
> a snippet or script or code example on how such data
> could be accessed. I am learning R, and would like to take
> a crack at the code first.
> I am now just looking to be pointed in the right direction.
> Also, are there any R packages, modules available to
> access data from the IMF or Banco Mundial?
> Thank you.
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