This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
The Argentinean Currency Crisis: A Markov-Switching Model Estimation Author info | Abstract | Publisher info | Download info | Related research | Statistics PATRICIA ALVAREZ-PLATA
MECHTHILD SCHROOTEN
Additional information is available for the following
registered author(s):
No abstract is available for
this item.
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
file . Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Article provided by Institute of Developing Economies in its journal Developing Economies .
Volume (Year): 44 (2006)
Issue (Month): 1 ()
Pages: 79-91
Download reference. The following formats are available: HTML ,
plain text ,
BibTeX ,
RIS (EndNote),
ReDIF
Handle: RePEc:bla:deveco:v:44:y:2006:i:1:p:79-91Contact details of provider: Web page: http://www.blackwellpublishing.com/journal.asp?ref=0012-1533
Order Information: Web: http://www.blackwellpublishing.com/subs.asp?ref=0012-1533
For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).
Keywords: Other versions of this item:
References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: Jeanne, Olivier & Masson, Paul R, 1998.
"Currency Crises, Sunspots and Markov-Switching Regimes ,"
CEPR Discussion Papers
1990, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Obstfeld, Maurice, 1996.
"Models of Currency Crises with Self-fulfilling Features ,"
CEPR Discussion Papers
1315, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:
Maurice Obstfeld, 1997.
"Models of Currency Crises with Self-Fulfilling Features ,"
NBER Working Papers
5285, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Obstfeld, Maurice, 1996.
"Models of currency crises with self-fulfilling features ,"
European Economic Review ,
Elsevier, vol. 40(3-5), pages 1037-1047, April.
[Downloadable!] (restricted) Hamilton, James D, 1989.
"A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle ,"
Econometrica ,
Econometric Society, vol. 57(2), pages 357-84, March.
[Downloadable!] (restricted)
Jeffrey Sachs & Aaron Tornell & Andres Velasco, 1996.
"The Mexican Peso Crisis: Sudden Death or Death Foretold? ,"
NBER Working Papers
5563, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Guillermo A. Calvo & Alejandro Izquierdo & Ernesto Talvi, 2003.
"Sudden Stops, the Real Exchange Rate, and Fiscal Sustainability: Argentina's Lessons ,"
NBER Working Papers
9828, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Sachs, Jeffrey & Tornell, Aaron & Velasco, Andres, 1996.
"The Mexican peso crisis: Sudden death or death foretold? ,"
Journal of International Economics ,
Elsevier, vol. 41(3-4), pages 265-283, November.
[Downloadable!] (restricted)
Marcel Fratzscher, 2002.
"On currency crises and contagion ,"
Working Paper Series
139, European Central Bank.
[Downloadable!]
Other versions: Paul R. Masson, 1998.
"Contagion-Monsoonal Effects, Spillovers, and Jumps Between Multiple Equilibria ,"
IMF Working Papers
98/142, International Monetary Fund.
Jeffrey Sachs & Aaron Tornell & Andres Velasco, 1996.
"The Mexican Peso Crisis: Sudden Death or Death Foretold? ,"
Harvard Institute of Economic Research Working Papers
1760, Harvard - Institute of Economic Research.
Maurice Obstfeld, 1986.
"Rational and Self-Fulfilling Balance-of-Payments Crises ,"
NBER Working Papers
1486, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Sachs, J. & Tornell, A. & Velasco, A., 1996.
"The Mexican Peso Crisis: Sudden Death or Death Foretold? ,"
Working Papers
96-20, C.V. Starr Center for Applied Economics, New York University.
[Downloadable!]
Krugman, Paul, 1979.
"A Model of Balance-of-Payments Crises ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 11(3), pages 311-25, August.
[Downloadable!] (restricted)
Hamilton, James D., 1996.
"Specification testing in Markov-switching time-series models ,"
Journal of Econometrics ,
Elsevier, vol. 70(1), pages 127-157, January.
[Downloadable!] (restricted)
Other versions: Franklin Allen & Douglas Gale, 2000.
"Optimal Currency Crises ,"
Center for Financial Institutions Working Papers
00-23, Wharton School Center for Financial Institutions, University of Pennsylvania.
[Downloadable!]
Other versions: Barry Eichengreen & Andrew K. Rose & Charles Wyplosz, 1994.
"Speculative Attacks on Pegged Exchange Rates: An Empirical Exploration with Special Reference to the European Monetary System ,"
NBER Working Papers
4898, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Barry Eichengreen & Andrew K. Rose & Charles Wyplosz, 1995.
"Speculative attacks on pegged exchange rates: an empirical exploration with special reference to the European Monetary System ,"
Working Papers in Applied Economic Theory
95-04, Federal Reserve Bank of San Francisco.
Eichengreen, Barry & Rose, Andrew K & Wyplosz, Charles, 1994.
"Speculative Attacks on Pegged Exchange Rates: An Empirical Exploration with Special Reference to the European Monetary System ,"
CEPR Discussion Papers
1060, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Barry Eichengreen, Andrew K. Rose, and Charles Wyplosz., 1995.
"Speculative Attacks on Pegged Exchange Rates: An Empirical Exploration with Special Reference to the European Monetary System ,"
Center for International and Development Economics Research (CIDER) Working Papers
C95-046, University of California at Berkeley.
Hamilton, James D., 1990.
"Analysis of time series subject to changes in regime ,"
Journal of Econometrics ,
Elsevier, vol. 45(1-2), pages 39-70.
[Downloadable!] (restricted)
Graciela L. Kaminsky & Carmen M. Reinhart, 1999.
"The Twin Crises: The Causes of Banking and Balance-of-Payments Problems ,"
American Economic Review ,
American Economic Association, vol. 89(3), pages 473-500, June.
[Downloadable!] (restricted)
Other versions: Jeanne, Olivier, 1997.
"Are currency crises self-fulfilling?: A test ,"
Journal of International Economics ,
Elsevier, vol. 43(3-4), pages 263-286, November.
[Downloadable!] (restricted)
Full
references Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Beckmann, Daniela & Menkhoff, Lukas & Sawischlewski, Katja, 2005.
"Robust Lessons about Practical Early Warning Systems ,"
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover
dp-322, Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
[Downloadable!]
Other versions:
Beckmann, Daniela & Menkhoff, Lukas & Sawischlewski, Katja, 2005.
"Robust Lessons about Practical Early Warning Systems ,"
Proceedings of the German Development Economics Conference, Kiel 2005
3, Verein für Socialpolitik, Research Committee Development Economics.
[Downloadable!] Beckmann, Daniela & Menkhoff, Lukas & Sawischlewski, Katja, 2006.
"Robust lessons about practical early warning systems ,"
Journal of Policy Modeling ,
Elsevier, vol. 28(2), pages 163-193, February.
[Downloadable!] (restricted) Kristina Kittelmann & Marcel Tirpak & Rainer Schweickert & Lúcio Vinhas de Souza, 2006.
"From Transition Crises to Macroeconomic Stability? Lessons from a Crises Early Warning System for Eastern European and CIS Countries ,"
Kiel Working Papers
1269, Kiel Institute for the World Economy.
[Downloadable!]
Nuria Malet & Clara Garcia, 2005.
"Exchange Market Pressure, Monetary Policy, and Economic Growth: Argentina in 1993 - 2004 ,"
Working Papers
wp99, Political Economy Research Institute, University of Massachusetts at Amherst.
[Downloadable!]
Access and
download statistics Did you know? Want to help out with this project? Look for volunteer opportunities .
This page was last updated on 2008-7-9.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .