A random coefficient model of speculative attacks: The case of the Mexican peso
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References listed on IDEAS
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More about this item
KeywordsRandom Coefficient Models; Forecasting; Speculative Attacks; C22; C51; F31; F33;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F33 - International Economics - - International Finance - - - International Monetary Arrangements and Institutions
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