External Borrowing and Macroeconomic Stabilization in LDCs--Recent Experiences in Chile and Korea--

Ruijun Bu,Fredj Jawadi,Yuyi Li

External Borrowing and Macroeconomic Stabilization in LDCs--Recent Experiences in Chile and Korea--

1988

Ruijun Bu
Fredj Jawadi
Yuyi Li

AbstractTransformed diffusions (TDs) have become increasingly popular in financial modeling for their model flexibility and tractability. While existing TD models are predominately one-factor model...

Keywords:

Economics
Economic growth
Ornstein–Uhlenbeck process
Econometrics
Transformation (function)
Stationary distribution
Development economics
Futures contract
Parametric statistics
Inference
Nonlinear system
Kalman filter
Applied mathematics

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