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Testing present value models of the current account : a cautionary note

Kasa, Kenneth - In: Journal of international money and finance 22 (2003) 4, pp. 557-569

Persistent link: https://www.econbiz.de/10001770590

Extensions of the Hansen-Sargent prediction formulars to sampled and aggregated data

Kasa, Kenneth - In: Economics letters 35 (1991) 3, pp. 291-295

Persistent link: https://www.econbiz.de/10001102354

Learning, large deviations, and recurrent currency crises

Kasa, Kenneth - In: International economic review 45 (2004) 1, pp. 141-174

Persistent link: https://www.econbiz.de/10001919349

Heterogeneous beliefs and tests of present value models

Kasa, Kenneth; Walker, Todd B.; Whiteman, Charles H. - In: The review of economic studies 81 (2014) 3, pp. 1137-1163

Persistent link: https://www.econbiz.de/10010485954

Learning, Large Deviations, and Recurrent Currency Crises

Kasa, Kenneth - 2004

This article studies a version of Obstfeld's (Journal of International Economics 43 (1997), 61-77) "escape clause" model. The model is calibrated to produce three rational expectations equilibria. Two of these equilibria are E-stable and one is unstable. Dynamics are introduced by assuming that...

Persistent link: https://www.econbiz.de/10014073011