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Target zone credibility and economic fundamentals

  • Tronzano, Marco
  • Psaradakis, Zacharias
  • Sola, Martin

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File URL: http://www.sciencedirect.com/science/article/pii/S0264-9993(02)00009-3
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Article provided by Elsevier in its journal Economic Modelling.

Volume (Year): 20 (2003)
Issue (Month): 4 (July)
Pages: 791-807

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Handle: RePEc:eee:ecmode:v:20:y:2003:i:4:p:791-807
Contact details of provider: Web page: http://www.elsevier.com/locate/inca/30411

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  1. Donald J. Mathieson & Robert P. Flood & Andrew K. Rose, 1991. "An Empirical Exploration of Exchange Rate Target-Zones," IMF Working Papers 91/15, International Monetary Fund.
  2. Giuseppe Bertola & Lars E.O. Svensson, 1991. "Stochastic Devaluation Risk and the Empirical Fit of Target Zone Models," NBER Working Papers 3576, National Bureau of Economic Research, Inc.
  3. Pierre Siklos & Rod Tarajos, 1996. "Fundamentals and devaluation expectations in target zones: Some new evidence from the ERM," Open Economies Review, Springer, vol. 7(1), pages 35-59, January.
  4. Ioannis Halikias, 1994. "Testing the Credibility of Belgium's Exchange Rate Policy," IMF Staff Papers, Palgrave Macmillan, vol. 41(2), pages 350-366, June.
  5. Werner, Alejandro M., 1995. "Exchange rate target zones, realignments and the interest rate differential: Theory and evidence," Journal of International Economics, Elsevier, vol. 39(3-4), pages 353-367, November.
  6. Jeanne, Olivier, 1997. "Are currency crises self-fulfilling?: A test," Journal of International Economics, Elsevier, vol. 43(3-4), pages 263-286, November.
  7. Edin, P.A. & Vredin, A., 1991. "Devaluation Risk in Target Zones: Evidence from the Nordic Countries," Papers 1991g, Uppsala - Working Paper Series.
  8. Bruce Mizrach, 1993. "Target zone models with stochastic realignments: an econometric evaluation," Research Paper 9302, Federal Reserve Bank of New York.
  9. Blackburn, Keith & Sola, Martin, 1993. " Speculative Currency Attacks and Balance of Payments Crises," Journal of Economic Surveys, Wiley Blackwell, vol. 7(2), pages 119-44, June.
  10. Masson, Paul R, 1995. "Gaining and Losing ERM Credibility: The Case of the United Kingdom," Economic Journal, Royal Economic Society, vol. 105(430), pages 571-82, May.
  11. Andrew K. Rose & Lars E.O. Svensson, 1993. "European Exchange Rate Credibility Before the Fall," NBER Working Papers 4495, National Bureau of Economic Research, Inc.
  12. Paul R. Masson & Allan Drazen, 1994. "Credibility of Policies Versus Credibility of Policymakers," IMF Working Papers 94/49, International Monetary Fund.
  13. Paul R. Krugman, 1991. "Target Zones and Exchange Rate Dynamics," The Quarterly Journal of Economics, Oxford University Press, vol. 106(3), pages 669-682.
  14. Peter Isard, 1994. "Realignment Expectations, Forward Rate Bias, and Intervention in an Optimizing Model of Exchange Rate Adjustment," IMF Staff Papers, Palgrave Macmillan, vol. 41(3), pages 435-459, September.
  15. Alun H. Thomas, 1994. "Expected Devaluation and Economic Fundamentals," IMF Staff Papers, Palgrave Macmillan, vol. 41(2), pages 262-285, June.
  16. Psaradakis, Zacharias & Sola, Martin, 1998. "Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching," Journal of Econometrics, Elsevier, vol. 86(2), pages 369-386, June.
  17. Francesco Caramazza, 1993. "French-German Interest Rate Differentials and Time-Varying Realignment Risk," IMF Staff Papers, Palgrave Macmillan, vol. 40(3), pages 567-583, September.
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