Open Economics: Inflation, Exchange Rate Contagion and Economic *Growth
Novo, Alvaro Antonio Da Costa
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https://hdl.handle.net/2142/85515
Description
Title
Open Economics: Inflation, Exchange Rate Contagion and Economic *Growth
Author(s)
Novo, Alvaro Antonio Da Costa
Issue Date
2001
Doctoral Committee Chair(s)
Koenker, Roger W.
Department of Study
Economics
Discipline
Economics
Degree Granting Institution
University of Illinois at Urbana-Champaign
Degree Name
Ph.D.
Degree Level
Dissertation
Keyword(s)
Economics, Finance
Language
eng
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.
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