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Consumption-based versus production-based models of international equity markets

Kasa, Kenneth - In: Journal of international money and finance 16 (1997) 5, pp. 653-680

Persistent link: https://www.econbiz.de/10001235428

Identifying the source of dynamics in disaggregated import data

Kasa, Kenneth - In: Journal of applied econometrics 13 (1998) 3, pp. 305-320

Persistent link: https://www.econbiz.de/10001244190

A comparison of discount rate models using international stock market data

Kasa, Kenneth - 1994 - Rev

Persistent link: https://www.econbiz.de/10000907530

Robustness and exchange rate volatility

Djeutem, Edouard; Kasa, Kenneth - In: Journal of international economics 91 (2013) 1, pp. 27-39

Persistent link: https://www.econbiz.de/10009793131

Learning, large deviations, and recurrent currency crises

Kasa, Kenneth - In: International economic review 45 (2004) 1, pp. 141-174

Persistent link: https://www.econbiz.de/10001919349

Monetary policy in Japan : a structural VAR analysis

Kasa, Kenneth - In: Journal of the Japanese and international economies : … 11 (1997) 3, pp. 275-295

Persistent link: https://www.econbiz.de/10001226940

Learning, Large Deviations, and Recurrent Currency Crises

Kasa, Kenneth - 2004

This article studies a version of Obstfeld's (Journal of International Economics 43 (1997), 61-77) "escape clause" model. The model is calibrated to produce three rational expectations equilibria. Two of these equilibria are E-stable and one is unstable. Dynamics are introduced by assuming that...

Persistent link: https://www.econbiz.de/10014073011