Analysis of exchange-rate target zones using a limited-dependent rational-expectations model with jumps
M. Hashem Pesaran ; Francisco J. Ruge-Murcia
| Year of publication: |
1999
|
|---|---|
| Authors: | Pesaran, M. Hashem |
| Other Persons: | Ruge-Murcia, Francisco (contributor) |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 17.1999, 1, p. 50-66
|
| Subject: | Zielzone | Target zone | Stufenflexibilität | Adjustable peg | Rationale Erwartung | Rational expectations | Ökonometrie | Econometrics | Theorie | Theory | Wechselkurs | Exchange rate | Schätzung | Estimation | Frankreich | France | Deutschland | Germany | 1980-1993 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001253388