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On the mean-reverting properties of target zone exchange rates: a cautionary note

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Author Info
Taylor, Mark P.
Iannizzotto, Matteo

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File URL: http://www.sciencedirect.com/science/article/B6V84-42HXGF4-K/2/cc6dc785469bda650fd65ebd9253de36
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Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 71 (2001)
Issue (Month): 1 (April)
Pages: 117-129
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Handle: RePEc:eee:ecolet:v:71:y:2001:i:1:p:117-129

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  1. J. Isaac Miller, 2008. "Testing the Bounds: Empirical Behavior of Target Zone Fundamentals," Working Papers 0803, Department of Economics, University of Missouri, revised 15 Apr 2009. [Downloadable!]
  2. Consuelo Gámez Amián & José L. Torres, 2004. "A Non-parametric reassessment of target zone nonlinearities: The Spanish Peseta/Deutsche Mark exchange rate," Economic Working Papers at Centro de Estudios Andaluces E2004/73, Centro de Estudios Andaluces. [Downloadable!]
  3. Timo Terasvirta, 2004. "A Time Series Model for an Exchange Rate in a Target Zone with Applications," Econometric Society 2004 Australasian Meetings 340, Econometric Society. [Downloadable!]
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  4. Jesús Rodríguez López & Hugo Rodríguez Mendizábal, 2006. "The optimal degree of exchange rate flexibility: A target zone approach," Working Papers 06.22, Universidad Pablo de Olavide, Department of Economics. [Downloadable!]
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  5. José L. Torres, 2004. "A Non-parametric analysis of ERM exchange rate fundamentals," Economic Working Papers at Centro de Estudios Andaluces E2004/25, Centro de Estudios Andaluces. [Downloadable!]
    Other versions:
  6. Christian Bauer & Paul De Grauwe & Stefan Reitz, 2007. "Exchange Rates Dynamics in a Target Zone – A Heterogeneous Expectations Approach," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    Other versions:
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