Three essays on economic growth, international capital flows, and country risk

Date of Completion

January 2006

Degree

Ph.D.

Abstract

This dissertation comprises three essays on developing countries' dealings with international capital markets. Many studies accord exports and imports a positive role in developing country growth. However, a country's ability to import is dependent on the availability of foreign exchange, and a country's debt service obligations constrain the foreign exchange available to import critical intermediate and capital goods. The first essay theoretically models and econometrically estimates the linkage between exports, imports, and economic growth in the presence of external debt servicing obligations in three countries, Mexico, the Philippines, and Turkey. The second essay considers other sources of foreign capital flows. A cursory examination of foreign capital flows to developing countries reveals dramatic changes in the structure and composition of capital flows over time and between countries. The forces driving these changes are, as yet, unclear. The second essay explores the role played by push factors (external), pull factors (internal), and the initial capital mix in driving the changes in four types of capital flows to Mexico, Nigeria, and the Philippines. There are many indicators of country risk. All, however, emphasize macro-economic data. Little attention has been paid to the social and political factors that influence country risk. The third essay develops country risk indicators for Mexico, Nigeria, and the Philippines that take advantage of recent innovations in the availability of event data on social and political factors and higher frequency data.

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