prior probability‘s second-favorite economist, Tyler Cowen, poses this question here, discussing the pros and cons of Bolivia, Nicaragua, and Venezuela. For our part, prior probability wonders whether this much-publicized list of countries is just a strategic ruse to divert attention from another possible escape plan, such as sneaking (via plane or train) into a country like Serbia, which has no extradition treaty with the U.S.
Update (1 August 2013) — NY Times reports “Defiant Russia Grants Snowden Year’s Asylum”


