This paper analyzes the 2002 Argentine crisis using the Jeanne and Masson (2000) model with sunspots. Testing this model empirically through a Markov-switching model suggests that self-sulfilling prophecies is a reasonable explanation for the devaluation of the peso
This paper investigates the theoretical properties of a class of 'second generation' models of curre...
In Latin American countries, political instability is not uncommon: in particular, the transfer of p...
This paper presents a model designed to study the dynamic response of the economy under a fixed peg ...
The aim of this paper is to investigate whether the 2002 crisis in Argentina was, at least to some e...
Despite the fact that Argentina has been suffering from a reces-sion for years, the timing and sever...
The 1997 Asian crisis triggered major breakthroughs in ways in which financial vulnerability, and in...
The 1997 Asian crisis triggered major breakthroughs in ways in which financial vulnerability, and in...
This paper provides an empirical framework to analyse the nature of currency crises byextending earl...
This paper sheds light on the risks associated Currency Board Arrangements, referring to the liquidi...
In this paper we examine the nature of a currency crisis. We do so by employing an out-of-sample for...
The collapse of Argentina’s currency board provides further evidence that fiscal profli-gacy (whethe...
This paper studies the relationship between the probability of devaluation of the Brazilian real and...
The Argentine crisis has been variously blamed on fiscal imbalances, real overvaluation, and self-fu...
This paper considers a model of debt stabilitisation under a fixed exchange rate in which a currency...
This paper analyses the relation between political uncertainty and the Peso Problem in emerging mark...
This paper investigates the theoretical properties of a class of 'second generation' models of curre...
In Latin American countries, political instability is not uncommon: in particular, the transfer of p...
This paper presents a model designed to study the dynamic response of the economy under a fixed peg ...
The aim of this paper is to investigate whether the 2002 crisis in Argentina was, at least to some e...
Despite the fact that Argentina has been suffering from a reces-sion for years, the timing and sever...
The 1997 Asian crisis triggered major breakthroughs in ways in which financial vulnerability, and in...
The 1997 Asian crisis triggered major breakthroughs in ways in which financial vulnerability, and in...
This paper provides an empirical framework to analyse the nature of currency crises byextending earl...
This paper sheds light on the risks associated Currency Board Arrangements, referring to the liquidi...
In this paper we examine the nature of a currency crisis. We do so by employing an out-of-sample for...
The collapse of Argentina’s currency board provides further evidence that fiscal profli-gacy (whethe...
This paper studies the relationship between the probability of devaluation of the Brazilian real and...
The Argentine crisis has been variously blamed on fiscal imbalances, real overvaluation, and self-fu...
This paper considers a model of debt stabilitisation under a fixed exchange rate in which a currency...
This paper analyses the relation between political uncertainty and the Peso Problem in emerging mark...
This paper investigates the theoretical properties of a class of 'second generation' models of curre...
In Latin American countries, political instability is not uncommon: in particular, the transfer of p...
This paper presents a model designed to study the dynamic response of the economy under a fixed peg ...