Using genetic algorithm in dynamic model of speculative attack

Evolution of speculative attack models show certain progress in developing idea of the role of expectations in the crisis mechanism. Obstfeld (1996) defined expectations as fully exogenous. Morris and Shin (1998) endogenised the expectations with respect to noise leaving information significance...

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Bibliographic Details
Other Authors: Hội thảo quốc tế Ngân hàng và Tài chính thế giới 2015
Format: Conference or Workshop Item
Language:English
Published: Trường Đại học Kinh tế 2020
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Online Access:http://repository.vnu.edu.vn/handle/VNU_123/97688
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Institution: Vietnam National University, Hanoi
Language: English