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Citations for "The Simplest Test of Target Zone Credibility"

by Lars E.O. Svensson

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  1. Paul Soderlind & Lars E. O. Svensson, 1997. "New Techniques to Extract Market Expectations from Financial Instruments," NBER Working Papers 5877, National Bureau of Economic Research, Inc.
  2. Antoine Magnier, 1992. "Théorie des zones cibles et fonctionnement du SME," Économie et Prévision, Programme National Persée, Programme National Persée, vol. 104(3), pages 87-113.
  3. Robert N. McCauley, 1997. "The euro and the dollar," BIS Working Papers 50, Bank for International Settlements.
  4. Andrew K. Rose & Lars E.O. Svensson, 1991. "Expected and predicted realignments: the FF/DM exchange rate during the EMS," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 395, Board of Governors of the Federal Reserve System (U.S.).
  5. Avesani, Renzo & Gallo, Giampiero M & Salmon, Mark, 1995. "On the Evolution of Credibility and Flexible Exchange Rate Target Zones," CEPR Discussion Papers, C.E.P.R. Discussion Papers 1123, C.E.P.R. Discussion Papers.
  6. Linda S. Goldberg & Michael W. Klein, 2005. "Establishing Credibility: Evolving Perceptions of the European Central Bank," The Institute for International Integration Studies Discussion Paper Series, IIIS iiisdp105, IIIS.
  7. Simón Sosvilla-Rivero & Francisco Pérez-Bermejo, . "Credibility and Duration in Target Zones: Evidence from the EMS," Working Papers 2003-19, FEDEA.
  8. Robert Amano & Paul Fenton & David Tessier & Simon van Norden, 1996. "The credibility of monetary policy: a survey of the literature with some simple applications to Caanda," Meeting papers, EconWPA 9610001, EconWPA.
  9. Darvas, Zsolt, 1999. "Az árfolyamsávok empirikus modelljei és a devizaárfolyam sávon belüli előrejelezhetetlensége
    [Empirical models of exchange rate target zones]
    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(6), pages 507-529.
  10. Francisco Ledesma-Rodriguez & Manuel Navarro-Ibanez & Jorge Perez-Rodriguez & Simon Sosvilla-Rivero, 2011. "Implicit bands in the yen/dollar exchange rate," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 43(10), pages 1241-1255.
  11. Kenneth A. Froot & Kenneth Rogoff, 1991. "The EMS, the EMU, and the Transition to a Common Currency," NBER Working Papers 3684, National Bureau of Economic Research, Inc.
  12. Paul Hallwood & Ronald MacDonald, 2008. "International Money and Finance," Working papers, University of Connecticut, Department of Economics 2008-02, University of Connecticut, Department of Economics.
  13. Obstfeld, Maurice & Taylor, Alan M, 1997. "The Great Depression as a Watershed: International Capital Mobility over the Long Run," CEPR Discussion Papers, C.E.P.R. Discussion Papers 1633, C.E.P.R. Discussion Papers.
  14. Hallwood, C. Paul & MacDonald, Ronald & Marsh, Ian W., 1997. "Crash! Expectational Aspects of the Departures of the United Kingdom and the United States from the Inter-War Gold Standard," Explorations in Economic History, Elsevier, Elsevier, vol. 34(2), pages 174-194, April.
  15. Tsang, Shu-ki & Ma, Yue, 2002. "Currency substitution and speculative attacks on a currency board system," Journal of International Money and Finance, Elsevier, Elsevier, vol. 21(1), pages 53-78, February.
  16. Jesús Rodríguez López & Hugo Rodríguez Mendizábal, 2003. "On the Choice of an Exchange Rate Regime: Target Zones Revisited," Working Papers 87, Barcelona Graduate School of Economics.
  17. Willem H. Buiter & Paolo A. Pesenti, 1990. "Rational Speculative Bubbles in an Exchange Rate Target Zone," NBER Working Papers 3467, National Bureau of Economic Research, Inc.
  18. Stefano Cavaglia & Kees Koedijk & Peter Vlaar, 1994. "Exchange rate expectations and risk premia in the European Monetary System: 1985–1991," Open Economies Review, Springer, Springer, vol. 5(4), pages 347-360, October.
  19. Rui Esteves & Jaime Reis, 2007. "Market Integration in the Golden Periphery,The Lisbon/London Exchange, 1854-1891," Economics Series Working Papers 338, University of Oxford, Department of Economics.
  20. Pierre Siklos & Rod Tarajos, 1996. "Fundamentals and devaluation expectations in target zones: Some new evidence from the ERM," Open Economies Review, Springer, Springer, vol. 7(1), pages 35-59, January.
  21. Christopher J. Neely, 1994. "Realignments of target zone exchange systems: what do we know?," Working Papers, Federal Reserve Bank of St. Louis 1994-020, Federal Reserve Bank of St. Louis.
  22. Alain de Crombrugghe, 2001. "Policy Options for Joining the Euro," LICOS Discussion Papers, LICOS - Centre for Institutions and Economic Performance, KU Leuven 10301, LICOS - Centre for Institutions and Economic Performance, KU Leuven.
  23. Esaka, Taro, 2000. "The Louvre Accord and central bank intervention: was there a target zone?," Japan and the World Economy, Elsevier, Elsevier, vol. 12(2), pages 107-126, May.
  24. Francisco Ledesma-Rodríguez & Jorge Pérez-Rodríguez & Simón Sosvilla-Rivero, . "An empirical examination of exchange-rate credibility determinants in the EMS," Working Papers on International Economics and Finance 04-01, FEDEA.
  25. Adam Klug & Gregor W. Smith, 1999. "Suez and Sterling, 1956," Working Papers, Queen's University, Department of Economics 1256, Queen's University, Department of Economics.
  26. Viktors Ajevskis & Armands Pogulis & Gunars Berzins, 2004. "Foreign Exchange and Money Markets in the Context of the Exchange Rate Target Zone," Working Papers, Latvijas Banka 2004/01, Latvijas Banka.
  27. Francisco Ledesma-Rodriguez & Manuel Navarro-Ibanez & Jorge Perez-Rodriguez & Simon Sosvilla-Rivero, 2000. "On the Credibility of the Irish Pound in the EMS," The Economic and Social Review, Economic and Social Studies, Economic and Social Studies, vol. 31(2), pages 151-172.
  28. Rahel Studer-Suter & Alexandra Janssen, 2014. "The Swiss franc's honeymoon," ECON - Working Papers, Department of Economics - University of Zurich 170, Department of Economics - University of Zurich.
  29. Campos, M. Isabel & Herrera, Julio & Jimenez-Ridruejo, Zenon, 1999. "Censured Exchange Rates in a Discrete Time Target Zones Model: The Spanish Peseta/Deutsche Mark Case," ERSA conference papers ersa99pa183, European Regional Science Association.
  30. Jose Manuel Campa & P.H. Kevin Chang, 1996. "Options-based evidence of the credibility of the peseta in the ERM," Investigaciones Economicas, Fundación SEPI, Fundación SEPI, vol. 20(1), pages 3-22, January.
  31. Flood, Robert P. & Rose, Andrew K. & Mathieson, Donald J., 1991. "An empirical exploration of exchange-rate target-zones," Carnegie-Rochester Conference Series on Public Policy, Elsevier, Elsevier, vol. 35(1), pages 7-65, January.
  32. António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2010. "Exchange Rate Target Zones: A Survey of the Literature," GEMF Working Papers 2010-14, GEMF - Faculdade de Economia, Universidade de Coimbra.
  33. Simón Sosvilla-Rivero & Reyes Maroto Illera, 2002. "Regimen changes and duration in the European Monetary System," Working Papers, Asociación Española de Economía y Finanzas Internacionales 02-05, Asociación Española de Economía y Finanzas Internacionales.
  34. Robert McCauley, 1999. "The Euro and the Dollar, 1998," Open Economies Review, Springer, Springer, vol. 10(1), pages 91-133, February.
  35. Antoine Magnier & Benoît Cœuré, 1996. "Crédibilité et fondamentaux macro-économiques au sein du SME : un examen empirique," Économie et Prévision, Programme National Persée, Programme National Persée, vol. 123(2), pages 113-146.
  36. MacDonald, Ronald & Moore, Michael J., 2001. "The spot-forward relationship revisited: an ERM perspective," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 11(1), pages 29-52, March.
  37. Mohamed Ben Abdallah & Iuliana Matei, 2005. "Crise et contagion : cas des pays de l'Europe de l'Est," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00194873, HAL.
  38. Gianni Amisano & Marco Tronzano, 2005. "Assessing ECB?s Credibility During the First Years of the Eurosystem: A Bayesian Empirical Investigation," Working Papers, University of Brescia, Department of Economics ubs0512, University of Brescia, Department of Economics.
  39. Stenfors, Alexis & Söderström, Ulf, 1994. "Explaining Devaluation Expectations in the EMS," Working Paper Series in Economics and Finance 20, Stockholm School of Economics.
  40. Jesús Rodríguez López & Hugo Rodríguez Mendizábal, 2003. "How Tight Should One's Hands Be Tied? Fear of Floating and Credibility of Exchange Rate Regimes," Working Papers 96, Barcelona Graduate School of Economics.
  41. Syed Adnan Haider Ali Shah Bukhari & Muhammad Shahbaz Akmal & Mohammad Sabihuddin Butt, 2006. "Impact of Exchange Market Forces on Pak-Rupee Exchange Rates during Globalization Period: An Empirical Analysis," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, Department of Economics, The Lahore School of Economics, vol. 11(1), pages 121-139, Jan-Jun.
  42. Michael Dueker & Andreas M. Fischer, 1995. "Identifying Austria's implicit monetary target: an alternative test of the "hard currency" policy," Working Papers, Federal Reserve Bank of St. Louis 1995-005, Federal Reserve Bank of St. Louis.
  43. M. Isabel Campos & Zenon Jimenez-Ridruejo, 2003. "Were the peseta exchange rate crises forecastable during target zone period?," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 35(9), pages 1087-1099.
  44. Rodríguez-López Jesús & Rodriguez Mendizabal Hugo, 2006. "How Tight Should One's Hands be Tied? Fear of Floating and the Credibility of Exchange Rate Regimes," The B.E. Journal of Macroeconomics, De Gruyter, De Gruyter, vol. 6(1), pages 1-25, March.
  45. C. Paul Hallwood & Ian W. Marsh, 2003. "Exchange Market Pressure on the Pound-Dollar Exchange Rate: 1925-1931," Working papers, University of Connecticut, Department of Economics 2003-23, University of Connecticut, Department of Economics.
  46. Lindberg, H. & Svensson, L.E. & Soderlind, P., 1991. "Devaluation Expectations: the Swedish Krona 1982-1991," Papers, Stockholm - International Economic Studies 495, Stockholm - International Economic Studies.
  47. Hochreiter, Eduard & Tavlas, George S., 2004. "On the road again: an essay on the optimal path to EMU for the new member states," Journal of Policy Modeling, Elsevier, Elsevier, vol. 26(7), pages 793-816, October.
  48. Peter Tillmann, 2001. "The Regime-Dependent Determination of Credibility: A New Look at European Interest Rate Differentials," IWP Discussion Paper Series, Institute for Economic Policy, Cologne, Germany 02/2001, Institute for Economic Policy, Cologne, Germany.
  49. Michele Fratianni & Michael Artis, 1996. "The lira and the pound in the 1992 currency crisis: Fundamentals or speculation?," Open Economies Review, Springer, Springer, vol. 7(1), pages 573-589, March.
  50. Elias Belessakos & Michael Papaioannou, 1996. "Simple credibility tests of the ERM bands for the pound sterling and the Italian lira," Open Economies Review, Springer, Springer, vol. 7(3), pages 219-236, July.
  51. Knot, Klaas & de Haan, Jakob, 1995. "Interest rate differentials and exchange rate policies in Austria, The Netherlands, and Belgium," Journal of Banking & Finance, Elsevier, Elsevier, vol. 19(2), pages 363-386, May.
  52. Robert Amano & Richard Black & Marcel Kasumovich, 1997. "A Band-Aid Solution to Inflation Targeting," Working Papers, Bank of Canada 97-11, Bank of Canada.
  53. Jose M. Campa & P.H. Kevin Chang & James F. Refalo, 1999. "An Options-Based Analysis of Emerging Market Exchange Rate Expectations: Brazil's Real Plan, 1994-1997," NBER Working Papers 6929, National Bureau of Economic Research, Inc.
  54. Volz, Ulrich, 2006. "On the feasibility of a regional exchange rate system for East Asia: Lessons of the 1992/1993 EMS crisis," Journal of Asian Economics, Elsevier, Elsevier, vol. 17(6), pages 1107-1127, December.
  55. Sjoo, Boo, 1996. "Dynamic adjustment and long-run economic stability," Economic Modelling, Elsevier, Elsevier, vol. 13(3), pages 427-462, July.
  56. Jesús Rodríguez López & Hugo Rodríguez Mendizábal, 2006. "How tight should one's hands be tied? Fear of floating and credibility of exchange regimes," Working Papers 06.03, Universidad Pablo de Olavide, Department of Economics.
  57. repec:hal:journl:halshs-00194873 is not listed on IDEAS
  58. Volz, Ulrich, 2005. "Pegs, Baskets, and the Importance of Policy Credibility: Lessons of the 1992-93 ERM Crisis," HWWA Discussion Papers 323, Hamburg Institute of International Economics (HWWA).
  59. M. Isabel Campos & Zenón Jiménez-Ridruejo, . "Were the Peseta Exchange Rate Crises Forecastable During Target Zone Period?," Working Papers on International Economics and Finance 00-07, FEDEA.
  60. Reyes Maroto Illera & Francisco Pérez Bermejo & Simón Sosvilla-Rivero, . "An Eclectic Approach to Currency Crises: Drawing Lessons from the EMS Experience," Working Papers 2002-22, FEDEA.
  61. Larry Neal & Marc D. Weidenmier, 2001. "Crises in The Global Economy from Tulips to Today: Contagion and Consequences," Claremont Colleges Working Papers, Claremont Colleges 2001-32, Claremont Colleges.
  62. repec:onb:oenbwp:y::i:24:b:1 is not listed on IDEAS
  63. Viktors Ajevskis & Armands Pogulis, 2005. "Repegging of the Lats to the Euro: Implications for the Financial Sector," Working Papers, Latvijas Banka 2005/01, Latvijas Banka.
  64. Francisco Ledesma-Rodríguez & Manuel Navarro-Ibáñez & Jorge Pérez-Rodríguez & Simón Sosvilla-Rivero, 2006. "Implicit Bands in the Yen/Dollar Exchange Rate," Working Papers 2006-19, FEDEA.
  65. Jesús Rodríguez López & Hugo Rodríguez Mendizábal, 2002. "On the Choice of an Exchange Regime: Target Zones Revisited," Economic Working Papers at Centro de Estudios Andaluces E2002/10, Centro de Estudios Andaluces.
  66. Jesús Rodríguez López & Hugo Rodríguez Mendizábal, 2003. "How Tight Should Central Bank’s Hands be Tied? Credibility, Volatility and the Optimal Band Width of a Target Zone," Economic Working Papers at Centro de Estudios Andaluces E2003/24, Centro de Estudios Andaluces.
  67. Szeidl, Adam, 2003. "The Credibility of the Hungarian Exchange Rate Regime 1997-98," CEPR Discussion Papers, C.E.P.R. Discussion Papers 3799, C.E.P.R. Discussion Papers.
  68. Coles, Melvyn & Philippopoulos, Apostolis, 1997. "Are exchange rate bands better than fixed exchange rates? The imported credibility approach," Journal of International Economics, Elsevier, Elsevier, vol. 43(1-2), pages 133-153, August.
  69. Laurence Fung & Ip-wing Yu, 2007. "Assessing the Credibility of The Convertibility Zone of The Hong Kong Dollar," Working Papers 0719, Hong Kong Monetary Authority.
  70. Olavi Rantala, 1992. "An econometric diffusion model of exchange rate movements within a band : implications for interest rate differential and credibility of exchange rate policy," Finnish Economic Papers, Finnish Economic Association, Finnish Economic Association, vol. 5(2), pages 98-109, Autumn.
  71. M. Isabel Campos & M. Araceli Rodríguez, . "Crises and Credibility in a Target Zone: A Logit From a Markov-Switching Model," Working Papers on International Economics and Finance 00-05, FEDEA.
  72. Gürbüz Beşek, Yeşim, 2011. "Crédibilité en matière de ciblage d'inflation," GIAM Working Papers, Galatasaray University Economic Research Center 11-1, Galatasaray University Economic Research Center, revised 08 Feb 2011.
  73. António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2008. "Exchange Rate and Interest Rate Volatility in a Target Zone: The Portuguese Case," GEMF Working Papers 2008-03, GEMF - Faculdade de Economia, Universidade de Coimbra.
  74. María I. Campos & José L. Torres & Esmeralda Villegas, 2006. "The credibility of the Venezuela crawling-band system," REVISTA DE ECONOMÍA DEL ROSARIO, UNIVERSIDAD DEL ROSARIO.
  75. José Antonio Licandro, 1993. "Análisis de la Zona Objetivo para el Tipo de Cambio en Chile," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 30(90), pages 179-198.