An application of the Kalman filter to the Spanish experience in a target zone : (1989 - 92)
Enrique Alberola Ila; J. Humberto Lopez; Vicente Orts Rios
| Year of publication: |
1993
|
|---|---|
| Authors: | Alberola, Enrique ; Lopez, J. H. ; Orts Ríos, Vicente |
| Publisher: |
Badia Fiesolana, San Domenico (FI) : European Univ. Inst., Economics Dep. |
| Subject: | Spanien | Spain | Zustandsraummodell | State space model | Wechselkurspolitik | Exchange rate policy | Zielzone | Target zone | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
| Extent: | 31 S graph. Darst |
|---|---|
| Series: | EUI working paper. - San Domenico : EUI, ZDB-ID 1385859-2. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 18 - 20 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000142921