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Tuesday, April 21, 2020 | History

3 edition of Hedging sudden stops and precautionary recessions found in the catalog.

Hedging sudden stops and precautionary recessions

Ricardo J. Caballero

Hedging sudden stops and precautionary recessions

a quantitative framework

by Ricardo J. Caballero

  • 223 Want to read
  • 20 Currently reading

Published by National Bureau of Economic Research in Cambridge, Mass .
Written in English

  • Monetary policy

  • Edition Notes

    StatementRicardo J. Caballero, Stavros Panageas.
    SeriesNBER working paper series -- no. 9778., Working paper series (National Bureau of Economic Research) -- working paper no. 9778.
    ContributionsPanageas, Stavros., National Bureau of Economic Research.
    The Physical Object
    Pagination52 p. :
    Number of Pages52
    ID Numbers
    Open LibraryOL17614644M

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Hedging sudden stops and precautionary recessions by Ricardo J. Caballero Download PDF EPUB FB2

Additional Physical Format: Online version: Caballero, Ricardo J. Hedging sudden stops and precautionary recessions. Cambridge, Mass.: National Bureau of Economic Research, © Hedging sudden stops and precautionary recessions. Cambridge, Mass.: National Bureau of Economic Research, © (OCoLC) Material Type: Document, Internet resource: Document Type: Internet Resource, Computer File: All Authors / Contributors: Ricardo J Caballero; Stavros Panageas; National Bureau of Economic Research.

Hedging sudden stops & precautionary contractions Article in Journal of Development Economics 85() February with 40 Reads How we measure 'reads'.

“ Hedging Sudden Stops and Precautionary Recessions: A Quantitative Framework.” NBER Working Paper NBER Working Paper National Bureau of. Hedging Sudden Stops and Precautionary Contractions with Stavros Panageas Journal of Development Economics 85 (): Creative Destruction The New Palgrave Dictionary of Economics.

Second Edition., () Price Stickiness in Ss Models: New Interpretations Hedging sudden stops and precautionary recessions book Old Results with Eduardo M.R.A. Engel Journal of Monetary Economics, 54 ().

El crédito suministrado por el sector bancario es la fuente de financiamiento más importante para las firmas y los hogares en América Latina y el Caribe. Desafortunadamente, el crédito es. () Hedging Sudden Stops & Precautionary Recessions: A Quantitative Framework.

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Author: Bora Durdu. Utility maximization problems of mixed optimal stopping/control type are considered, which can be solved by reduction to a family of related pure optimal stopping problems. Sufficient conditions for the existence of optimal strategies are provided in the context of continuous-time, Itô process models for complete by: Hedging Sudden Stops and Precautionary Contractions with Stavros Panageas: w Published: Caballero, Ricardo J.

& Panageas, Stavros, "Hedging sudden stops and precautionary contractions," Journal of Development Economics, Elsevier, vol.

85(), pagesFebruary. citation courtesy of. April Inflation Targeting and Sudden Stops. "Hedging sudden stops and precautionary contractions," Journal of Development Economics, Elsevier, vol.

85(), pagesFebruary. Ricardo J. Caballero & Stavros Panageas, " Hedging Sudden Stops and Precautionary Contractions," NBER Working PapersNational Bureau of Economic Research, Inc. Hedging Sudden Stops and Precautionary Recessions: A Quantitative Framework Ricardo Caballero, MIT; and Stavros Panageas, MIT.

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Reyes-Heroles, Gabriel Tenorio. Sudden Stops: The Relevance Of Balance-Sheet Effects And Financial Integration, NBER Working Paper No. Devereux, Michael B., Philip R. Lane and Juanyi Xu (), Exchange Rates and Monetary Policy for Emerging Market Economies, The Economic Journal, Dollar, David and Aart Kraay (), Neither a Borrower Nor a Lender: Does.

As economics became more analytical and model based, macroeconomics and finance went into different directions. See Fig. Hicks' () IS-LM Keynesian macro model is both static and conomic growth models, most prominently the Solow () growth model, are dynamic and many of them are in continuous time.

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