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 ; López, J. Humberto ; Orts Ríos, Vicente |
| Institutions: | European University Institute / Department of Economics (contributor) |
| Publisher: |
San Domenico (FI) : Europ. Univ. Inst., Florence, 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. - Vol. 93,31 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000889863