HAL Id: hal-00730230 https://hal.science/hal-00730230 Submitted on 8 Sep 2012 HAL is a multi-disciplinary open access archive for the deposit and dissemination of sci- entifc research documents, whether they are pub- lished or not. The documents may come from teaching and research institutions in France or abroad, or from public or private research centers. L’archive ouverte pluridisciplinaire HAL, est destinée au dépôt et à la difusion de documents scientifques de niveau recherche, publiés ou non, émanant des établissements d’enseignement et de recherche français ou étrangers, des laboratoires publics ou privés. Modeling country default risk as a latent variable: a Multiple Indicators Multiple Causes (MIMIC) approach Dominik Maltritz, Andreas Buehn, Stefan Eichler To cite this version: Dominik Maltritz, Andreas Buehn, Stefan Eichler. Modeling country default risk as a latent variable: a Multiple Indicators Multiple Causes (MIMIC) approach. Applied Economics, 2011, 44 (36), pp.4679- 4688. 10.1080/00036846.2010.528369. hal-00730230