A stochastic model of endogenous growth: the mexican case, 1930-2002

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Campo DC	Valor	Lengua/Idioma
dc.creator	Francisco Venegas-Martínez	-
dc.date	2005	-
dc.date.accessioned	2022-03-22T18:46:50Z	-
dc.date.available	2022-03-22T18:46:50Z	-
dc.identifier	http://www.redalyc.org/articulo.oa?id=41304304	-
dc.identifier.uri	http://biblioteca-repositorio.clacso.edu.ar/handle/CLACSO/94297	-
dc.description	In this research, we develope a stochastic model of endogenous growth. We assume that the exchange rate is driven by a mixed diffusion-jump process, and the tax rate on wealth is governed by a geometric Brownian motion. We also suppose that contingent claims for hedging against future exchange-rate depreciation are not available. Finally, we use the proposed model to carry out a Monte Carlo simulation experiment that explains the observed mean growth rate of output for the Mexican case between 1930 and 2002.	-
dc.format	application/pdf	-
dc.language	en	-
dc.publisher	Universidad Autónoma Metropolitana Unidad Azcapotzalco	-
dc.relation	http://www.redalyc.org/revista.oa?id=413	-
dc.rights	Análisis Económico	-
dc.source	Análisis Económico (México) Num.43 Vol.XX	-
dc.subject	Economía y Finanzas	-
dc.subject	Endogenous growth	-
dc.subject	stochastic modelling	-
dc.title	A stochastic model of endogenous growth: the mexican case, 1930-2002	-
dc.type	artículo científico	-
Aparece en las colecciones:	División de Ciencias Sociales y Humanidades - DCSH/UAM-A - Cosecha

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