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On the mean-reverting properties of target zone exchange rates: a cautionary note Author info | Abstract | Publisher info | Download info | Related research | Statistics Taylor, Mark P.
Iannizzotto, Matteo
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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:117-129Contact details of provider: Web page: http://www.elsevier.com/locate/ecolet
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Keywords: Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
J. Isaac Miller, 2008.
"Testing the Bounds: Empirical Behavior of Target Zone Fundamentals ,"
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0803, Department of Economics, University of Missouri, revised 15 Apr 2009.
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Consuelo Gámez Amián & José L. Torres, 2004.
"A Non-parametric reassessment of target zone nonlinearities: The Spanish Peseta/Deutsche Mark exchange rate ,"
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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.
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Lundbergh, Stefan & Teräsvirta, Timo, 2003.
"A time series model for an exchange rate in a target zone with applications ,"
Working Paper Series in Economics and Finance
533, Stockholm School of Economics.
Lundbergh, Stefan & Terasvirta, Timo, 2006.
"A time series model for an exchange rate in a target zone with applications ,"
Journal of Econometrics ,
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[Downloadable!] (restricted) Jesús Rodríguez López & Hugo Rodríguez Mendizábal, 2006.
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Working Papers
06.22, Universidad Pablo de Olavide, Department of Economics.
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Other versions: José L. Torres, 2004.
"A Non-parametric analysis of ERM exchange rate fundamentals ,"
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E2004/25, Centro de Estudios Andaluces.
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Other versions: 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.
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Other versions:
Bauer, Christian & De Grauwe, Paul & Reitz, Stefan, 2007.
"Exchange rate dynamics in a target zone: a heterogeneous expectations approach ,"
Discussion Paper Series 1: Economic Studies
2007,11, Deutsche Bundesbank, Research Centre.
[Downloadable!] Bauer, Christian & De Grauwe, Paul & Reitz, Stefan, 2009.
"Exchange rate dynamics in a target zone--A heterogeneous expectations approach ,"
Journal of Economic Dynamics and Control ,
Elsevier, vol. 33(2), pages 329-344, February.
[Downloadable!] (restricted)
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