Learning, Large Deviations, and Recurrent Currency Crises.

This article studies a version of Obstfeld's (Journal of International Economics 43 (1997), 61-77) “escape clause” model. The model is calibrated to produce three rational expectations equilibria. Two of these equilibria are E-stable and one is unstable. Dynamics are introduced by assuming that agen...

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Detalles Bibliográficos
Publicado en:International Economic Review Vol. 45; no. 1; pp. 141 - 174
Autor principal: Kasa, Kenneth
Formato: Artículo
Publicado: Wiley-Blackwell February 2004
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Acceso en línea:Ver este registro en EBSCOhost