Testing the bounds : empirical behavior of target zone fundamentals
Year of publication: |
2011
|
---|---|
Authors: | Miller, J. Isaac |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 28.2011, 4, p. 1782-1792
|
Subject: | Wechselkurspolitik | Exchange rate policy | Zielzone | Target zone | Zustandsraummodell | State space model |
-
Lera, Sandro Claudio, (2015)
-
Mean reversion in EMS exchange rates
Mizrach, Bruce Marshall, (1996)
-
A target zone model where the fundamentals follow a geometric Brownian motion
Cupidon, Jean René, (2016)
- More ...
-
Conditionally Efficient Estimation of Long-run Relationships Using Mixed-frequency Time Series
Miller, J. Isaac, (2011)
-
Cointegrating MiDaS Regressions and a MiDaS Test
Miller, J. Isaac, (2011)
-
Cointegrating regressions with messy regressors and an application to mixed-frequency series
Miller, J. Isaac, (2010)
- More ...