LEARNING DYNAMICS AND ENDOGENOUS CURRENCY CRISES

DOI10.1017/S1365100507070046MaRDI QIDQ3503187zbMATH OpenOpenAlexFDO

Authors In-Koo Cho, Kenneth Kasa

Publication date 22 May 2008

Published in Macroeconomic Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s1365100507070046

zbMATH Keywords

currency criseslearning

Mathematics Subject Classification ID

Economic growth models (91B62) Stochastic models in economics (91B70)

Recommendations

• Exchange rates and fundamentals under adaptive learning
• Adaptive learning in regime-switching models
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Cites work

• A corporate balance-sheet approach to currency crises
• Balance Sheet Effects, Bailout Guarantees and Financial Crises
• Convergence of least squares learning mechanisms in self-referential linear stochastic models
• Debt Constrained Asset Markets
• Escaping Nash Inflation
• Financial crises as herds: overturning the critiques
• Government guarantees and self-fulfilling speculative attacks
• Learning to Believe in Sunspots

Cited in

(8)

• Why clashes between internal and external stability goals end in currency crises
• Imperfect knowledge, liquidity and bubbles
• Escape dynamics: a continuous-time approximation
• Learning in a credit economy
• Exchange rates and fundamentals under adaptive learning
• Learning and complementarities in speculative attacks
• Learning under fear of floating
• Adaptive learning with a unit root: an application to the current account

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