A random coefficient model of speculative attacks: The case of the Mexican peso

DOI10.1007/BF01886213zbMath0888.90011MaRDI QIDQ1367826

P. A. V. B. Swamy, Joseph Aschheim, Costas Christou, George S. Tavlas

Publication date: 21 May 1998

Published in: Open Economies Review (Search for Journal in Brave)

zbMATH Keywords

random coefficient modelsforecastingspeculative attacks

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Economic growth models (91B62)

Cites Work

• Linear prediction and estimation methods for regression models with stationary stochastic coefficients
• Speculative attacks and currency crises: The Mexican experience
• On the Nature and Discovery of Structure

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