Continuos-time [sic] models of exchange rate determination and endogenous growth

Most theoretical economic models are conceived in continuous time, but when they are subjected to empirical analysis the standard procedure is to estimate them in discrete time; continuous time econometric procedures are by now well established and we shall apply them to selected topics in international economics
After an introduction, in chap. 2 we demonstrate how an endogenous growth model of an open economy that embodies intertemporally optimizing behaviour of a representative agent can be estimated with continuous-time econometrics; Chapter 3 deals with nominal exchange rate and chaos. In Chapter 4 we put together endogenous growth and the real exchange rate


Publication infos:
Genève, Institut universitaire de hautes études internationales, 2002
Publication year:
2002
Number of pages:
95 p.
PhD Director(s):
Directeur de thèse: Professeur Hans Genberg
Call number:
HEITH 634



 Record created 2011-06-03, last modified 2019-02-25


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