Lessons From the Debt-Deflation Theory of Sudden Stops
收藏NBER2006-01-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w11966
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资源简介：
This paper reports results for a class of dynamic, stochastic general equilibrium models with credit constraints that can account for some of the empirical regularities of the Sudden Stop phenomenon of recent emerging markets crises. In these models, credit constraints set in motion Irving Fisher's
提供机构：
美国国家经济研究局
创建时间：
2006-01-01
