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Stochastic Optimal Control, International Finance, and Debt Crises

Citations

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Cited by:

  1. Edo, Samson & Osadolor, Nneka Esther & Dading, Isuwa Festus, 2020. "Growing external debt and declining export: The concurrent impediments in economic growth of Sub-Saharan African countries," International Economics, Elsevier, vol. 161(C), pages 173-187.
  2. Yener, Haluk & Soybilgen, Barış & Stengos, Thanasis, 2020. "A general model for financial crises: An application to eurozone crisis," International Review of Economics & Finance, Elsevier, vol. 70(C), pages 202-229.
  3. Cécile Couharde & Serge Rey & Audrey Sallenave, 2016. "External debt and real exchange rates’ adjustment in the euro area: new evidence from a nonlinear NATREX model," Applied Economics, Taylor & Francis Journals, vol. 48(11), pages 966-986, March.
  4. Stein, Jerome L., 2007. "United States current account deficits: A stochastic optimal control analysis," Journal of Banking & Finance, Elsevier, vol. 31(5), pages 1321-1350, May.
  5. Michael Fidora & Claire Giordano & Martin Schmitz, 2021. "Real Exchange Rate Misalignments in the Euro Area," Open Economies Review, Springer, vol. 32(1), pages 71-107, February.
  6. Jerome L. Stein, 2011. "The Diversity of Debt Crises in Europe," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 12(04), pages 44-51, December.
  7. Hoarau, Jean-François, 2013. "Un modèle NATREX synthétique pour une petite économie « développée » ouverte contrainte sur les marchés internationaux de capitaux," L'Actualité Economique, Société Canadienne de Science Economique, vol. 89(4), pages 259-303, Décembre.
  8. Mikael Juselius & Moshe Kim, 2017. "Sustainable Financial Obligations and Crisis Cycles," Econometrics, MDPI, vol. 5(2), pages 1-23, June.
  9. Claire Giordano, 2021. "How frequent a BEER? Assessing the impact of data frequency on real exchange rate misalignment estimation," Scottish Journal of Political Economy, Scottish Economic Society, vol. 68(3), pages 365-404, July.
  10. Stein, Jerome L., 2010. "A tale of two debt crises: a stochastic optimal control analysis," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 4, pages 1-24.
  11. Haluk Yener & Thanasis Stengos & M. Ege Yazgan, 2017. "Analysis of the seeds of the debt crisis in Europe," The European Journal of Finance, Taylor & Francis Journals, vol. 23(15), pages 1589-1610, December.
  12. Nyambuu, Unurjargal & Semmler, Willi, 2017. "Emerging markets’ resource booms and busts, borrowing risk and regime change," Structural Change and Economic Dynamics, Elsevier, vol. 41(C), pages 29-42.
  13. Rey, Serge, 2009. "L’apport du NATREX à la modélisation des taux de change d’équilibre : théorie et application au dollar canadien," L'Actualité Economique, Société Canadienne de Science Economique, vol. 85(2), pages 131-181, juin.
  14. Jerome L. Stein, 2010. "Greenspan, Dodd-Frank and Stochastic Optimal Control," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(04), pages 55-62, December.
  15. Cheng, Mei-luan & Gloy, Brent A., 2008. "The Paradox of Risk Balancing: Do Risk-reducing Policies Lead to More Risk for Farmers?," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6546, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  16. Haluk Yener & Thanasis Stengos & M. Ege Yazgan, 2015. "Survival Maximizing Leverage of an Economy: The Case of Greece," Working Papers 1503, University of Guelph, Department of Economics and Finance.
  17. Stein, Jerome L., 2010. "Alan Greenspan, the quants and stochastic optimal control," Economics Discussion Papers 2010-17, Kiel Institute for the World Economy (IfW Kiel).
  18. Serge Rey, 2009. "Des insuffisances de la PPA à l’apport du NATREX : une revue critique des théories du taux de change réel d’équilibre," Working Papers hal-01880363, HAL.
  19. Abel Cadenillas & Ricardo Huamán-Aguilar, 2016. "Explicit formula for the optimal government debt ceiling," Annals of Operations Research, Springer, vol. 247(2), pages 415-449, December.
  20. Jerome L. Stein, 2009. "Application of Stochastic Optimal Control to Financial Market Debt Crises," CESifo Working Paper Series 2539, CESifo.
  21. Agnès Bénassy‐Quéré & Sophie Béreau & Valérie Mignon, 2010. "On the Complementarity of Equilibrium Exchange‐Rate Approaches," Review of International Economics, Wiley Blackwell, vol. 18(4), pages 618-632, September.
  22. Karlhans Sauernheimer, 2011. "Greece: Bail-out Packages, Current Account and Foreign Debt," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 12(4), pages 37-43, December.
  23. Samson Edo & Nneka Esther Osadolor & Isuwa Festus Dading, 2020. "Growing external debt and declining export: The concurrent impediments in economic growth of Sub-Saharan African countries," International Economics, CEPII research center, issue 161, pages 173-187.
  24. Jerome L. Stein, 2011. "The Diversity of Debt Crises in Europe," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 12(4), pages 44-51, December.
  25. Viktors Ajevskis & Ramune Rimgailaite & Uldis Rutkaste & Olegs Tkacevs, 2012. "The Assesment of Equilibrium Real Echange Rate of Latvia," Working Papers 2012/04, Latvijas Banka.
  26. Jerome L. Stein, 2005. "Optimal Debt And Endogenous Growth In Models Of International Finance," Australian Economic Papers, Wiley Blackwell, vol. 44(4), pages 389-413, December.
  27. Stein Jerome L., 2011. "US Financial Debt Crisis: A Stochastic Optimal Control Approach," Review of Economics, De Gruyter, vol. 62(3), pages 197-217, December.
  28. Jerome L. Stein, 2010. "A Critique of the Literature on the US Financial Debt Crisis," CESifo Working Paper Series 2924, CESifo.
  29. Jerome L. Stein, 2010. "Greenspan's Retrospective of Financial Crisis and Stochastic Optimal Control," European Financial Management, European Financial Management Association, vol. 16(5), pages 858-871, November.
  30. Federici, Daniela & Gandolfo, Giancarlo, 2012. "The Euro/Dollar exchange rate: Chaotic or non-chaotic? A continuous time model with heterogeneous beliefs," Journal of Economic Dynamics and Control, Elsevier, vol. 36(4), pages 670-681.
  31. Cécile Couharde & Serge Rey & Audrey Sallenave, 2016. "External debt and real exchange rates’ adjustment in the euro area: new evidence from a nonlinear NATREX model," Applied Economics, Taylor & Francis Journals, vol. 48(11), pages 966-986, March.
  32. Karlhans Sauernheimer, 2011. "Greece: Bail-out Packages, Current Account and Foreign Debt," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 12(04), pages 37-43, December.
  33. Issa, Samar & Gevorkyan, Aleksandr V., 2022. "Optimal corporate leverage and speculative cycles: an empirical estimation," Structural Change and Economic Dynamics, Elsevier, vol. 62(C), pages 478-491.
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