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Diego, Valderrama ; Diego, Valderrama. (2002) The impact of financial frictions on a small open economy: when current account borrowing hits a limit.
In: Working Paper Series. RePEc:fip:fedfwp:2002-15.

Full description at Econpapers

cites:

(1998) ‘SNP: A program for nonparametric time series analysis, version 8.7, user’s guide.’ Working paper, University of North Carolina at Chapel Hill. Available along with code and worked example by anonymous ftp at site ftp.econ.duke.edu in directory pub/arg/snp (2000) ‘Efficient method of moments.’ Working Paper Gallant, A. Ronald, Peter E. Rossi, and George Tauchen (1993) ‘Nonlinear dynamic structures.’ Econometrica 61, 871–907.

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