A stochastic model of endogenous growth: the mexican case, 1930-2002
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...
Guardado en:
| Autor principal: | Francisco Venegas-Martínez |
|---|---|
| Formato: | Artículo científico |
| Publicado: |
Universidad Autónoma Metropolitana Unidad Azcapotzalco
2005
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| Materias: | |
| Acceso en línea: | http://www.redalyc.org/articulo.oa?id=41304304 http://biblioteca.clacso.edu.ar/gsdl/cgi-bin/library.cgi?a=d&c=mx/mx-022&d=41304304oai |
| Aporte de: |
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