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~subject:"Exchange rate"
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Exchange rate
exchange rate
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Econometric Society
National Bureau of Economic Research
544
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
37
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35
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24
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7
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Exchange
Rate
Based Stabilization with Sudden Restrictions on Capital Flows
Subramanian, Chetan
;
Park, Jungsoo
-
Econometric Society
-
2004
This study examines the dynamics associated with an economy implementing an
Exchange
Rate
Based Stabilization (ERBS …
Persistent link: https://www.econbiz.de/10005342385
Saved in:
2
Asset Prices and Exchange Rates
Rigobon, Roberto
;
Pavlova, Anna
-
Econometric Society
-
2004
This paper develops a simple two-country, two-good model, in which the real
exchange
rate
, stock and bond prices are …
Persistent link: https://www.econbiz.de/10005329015
Saved in:
3
Generalized Two-Step Maximum Likelihood Estimation of Structural Vector Autoregressive Models partially identified with Short-Run Restrictions
Jang, Kyungho
-
Econometric Society
-
2004
This paper presents a generalized two-step maximum likelihood estimation method for partially identified vector autoregressive models. We suggest a likelihood ratio test for over-identification in a sub-system and derive the asymptotics for impulse responses and forecast-error variance...
Persistent link: https://www.econbiz.de/10005702745
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