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Title:Open Economics: Inflation, Exchange Rate Contagion and Economic *Growth
Author(s):Novo, Alvaro Antonio Da Costa
Doctoral Committee Chair(s):Koenker, Roger W.
Department / Program:Economics
Discipline:Economics
Degree Granting Institution:University of Illinois at Urbana-Champaign
Degree:Ph.D.
Genre:Dissertation
Subject(s):Economics, Finance
Abstract:Estimation of spatial limited dependent models in Chapter 3 allows us to overcome several of the shortcomings inherent, in particular, to the approach of Glick and Rose (1998) and, in general, to the contagious currency crises literature. Our results confirm previous findings: (i) we do support the idea of contagious currency crises through trade channels, even when other channels, e.g. political, are present; (ii) we find some evidence of political membership contagion, although the evidence is dependent upon the definition of political interactions. Monte Carlo experiments are conducted on test statistics and estimation procedures specific to spatial probit models. Since these have only recently been purposed, small sample properties were not yet well studied and understood.
Issue Date:2001
Type:Text
Language:English
Description:76 p.
Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 2001.
URI:http://hdl.handle.net/2142/85515
Other Identifier(s):(MiAaPQ)AAI3030466
Date Available in IDEALS:2015-09-25
Date Deposited:2001


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