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Learning, large deviations, and recurrent currency crises

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Author Info
Kenneth Kasa

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Abstract

This paper studies a version of Obstfeld's (1997) "escape clause" model. The model is calibrated to produce three rational expectations equilibria. Two of these equilibria are E-stable in the sense of Evans (1985), and one is unstable. Dynamics are introduced by assuming that agents must learn about the government's decision rule. It is assumed they do this using a stochastic approximation algorithm. It turns out that as a certain parameter describing the sensitivity of beliefs to new information gets small, the algorithm converges weakly to a small noise diffusion process. The dynamics of exchange rate changes are then characterized using large deviation techniques from Freidlin and Wentzell (1998). These methods describe the sense in which the limiting distribution of exchange rate changes is approximated by a two-state Markov-switching process, where the two states correspond to the two E-stable equilibria of the algorithm's mean dynamics. The analysis relates the parameters of this process to assumptions about learning and the stochastic properties of the underlying shocks. ; The model is applied to the exchange rate histories of Argentina, Brazil, and Mexico. Although two-state Markov-switching models describe these countries' exchange rate histories quite well, they have little ex ante predictive power. Of more interest to this paper, however, is the finding that observed currency crises look a lot like the predicted 'escape routes' of the calibrated escape clause model, augmented with an adaptive learning rule. A key feature of these escape routes is that expectations of a devaluation erupt suddenly, without any large contemporaneous shocks. This is consistent with evidence showing that crises are often poorly anticipated by financial markets.

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Publisher Info
Paper provided by Federal Reserve Bank of San Francisco in its series Working Papers in Applied Economic Theory with number 2000-10.

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Date of creation: 2000
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Publication status: Published in International Economic Review (February 2004, v. 45 no. 1, p141-173)
Handle: RePEc:fip:fedfap:2000-10

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Keywords: Money ; Financial crises;

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  1. Zheng Liu & Daniel F. Waggoner & Tao Zha, 2008. "Learning, Adaptive Expectations,and Technology Shocks," Emory Economics 0803, Department of Economics, Emory University (Atlanta). [Downloadable!]
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  2. Noah Williams, 2003. "Small Noise Asymptotics for a Stochastic Growth Model," NBER Working Papers 10194, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  3. Wiliam Branch & George W. Evans, 2005. "Model Uncertainty and Endogenous Volatility," University of Oregon Economics Department Working Papers 2005-21, University of Oregon Economics Department, revised 26 Oct 2006. [Downloadable!]
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  4. Wiliam Branch & George W. Evans, 2005. "A Simple Recursive Forecasting Model," University of Oregon Economics Department Working Papers 2005-3, University of Oregon Economics Department, revised 01 Feb 2005. [Downloadable!]
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  5. Thomas Sargent & Noah Williams & Tao Zha, 2006. "The conquest of South American inflation," Working Paper 2006-20, Federal Reserve Bank of Atlanta. [Downloadable!]
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  6. Martin Ellison & Liam Graham & Jouka Vilmunen, 2005. "Strong Contagion with Weak Spillovers," Money Macro and Finance (MMF) Research Group Conference 2005 91, Money Macro and Finance Research Group. [Downloadable!]
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  7. Dmitri Kolyuzhnov & Anna Bogomolova, 2004. "Escape Dynamics: A Continuous Time Approximation," Econometric Society 2004 Far Eastern Meetings 557, Econometric Society. [Downloadable!]
  8. Dmitri Kolyuzhnov & Anna Bogomolova, 2004. "Escape Dynamics: A Continuous Time Approximation," Computing in Economics and Finance 2004 190, Society for Computational Economics. [Downloadable!]
  9. George W. Evans & Seppo Honkapohja, 2008. "Learning and Macroeconomics," University of Oregon Economics Department Working Papers 2008-3, University of Oregon Economics Department. [Downloadable!]
  10. Dmitri Kolyuzhnov & Anna Bogomolova, 2004. "Escape Dynamics: A Continuous Time Approximation," Econometric Society 2004 Latin American Meetings 27, Econometric Society. [Downloadable!]
  11. Robert Tetlow & Peter von zur Muehlen, 2004. "Avoiding Nash Inflation: Bayesian and Robus Responses to Model Uncertainty," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 7(4), pages 869-899, October. [Downloadable!] (restricted)
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  12. George W. Evans & Avik Chakraborty, 2006. "Can Perpetual Learning Explain the Forward Premium Puzzle?," University of Oregon Economics Department Working Papers 2006-8, University of Oregon Economics Department, revised 20 Aug 2006. [Downloadable!]
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