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A Discrete-Time Version of Target Zone Models with Jumps

Listed author(s):
  • Pesaran, M.H.
  • Ruge-Murcia, F.J.

No abstract is available for this item.

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Paper provided by Centre interuniversitaire de recherche en économie quantitative, CIREQ in its series Cahiers de recherche with number 9530.

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Length: 37 pages
Date of creation: 1995
Handle: RePEc:mtl:montec:9530
Contact details of provider: Postal:
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Phone: (514) 343-6557
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Web page: http://www.cireq.umontreal.ca
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References listed on IDEAS
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.:

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  1. Sprumont, Y., 1995. "An Axiomatization of the Pazner-Schmeidler Rules in Large Fair Division Problems," Cahiers de recherche 9512, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  2. Parent, D., 1995. "Matching, Human capital, and the Covariance Structure of Earnings," Cahiers de recherche 9509, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  3. Parent, D., 1995. "Industry-Specific Capiatl and the Wage Profile: Evidence from the NLSY and the PSID," Cahiers de recherche 9508, Universite de Montreal, Departement de sciences economiques.
  4. Ng, Serena & Schaller, Huntley, 1996. "The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information," The Review of Economics and Statistics, MIT Press, vol. 78(3), pages 375-383, August.
  5. 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.
  6. John M. Abowd & Francis Kramarz & David Margolis, 1999. "High Wage Workers and High Wage Firms," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00353892, HAL.
  7. repec:fth:prinin:350 is not listed on IDEAS
  8. Ng, Serena, 1996. "Looking for evidence of speculative stockholding in commodity markets," Journal of Economic Dynamics and Control, Elsevier, vol. 20(1-3), pages 123-143.
  9. Parent, D., 1995. "Survol des contributions theoriques et empiriques liees au capital humain," Cahiers de recherche 9506, Universite de Montreal, Departement de sciences economiques.
  10. Vogelsang, Timothy J & Perron, Pierre, 1998. "Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 1073-1100, November.
  11. Pesaran, M. Hashem & Samiei, Hossein, 1992. "Estimating limited-dependent rational expectations models with an application to exchange rate determination in a target zone," Journal of Econometrics, Elsevier, vol. 53(1-3), pages 141-163.
  12. Ng, S., 1995. "Testing for Homogeneity in Demand Systems when the Regressors Are Non-Stationary," Cahiers de recherche 9516, Universite de Montreal, Departement de sciences economiques.
  13. Daniel Parent, 1995. "Wages and Mobility: The Impact of Employer-Provided Training," CIRANO Working Papers 95s-27, CIRANO.
  14. repec:pri:indrel:dsp01gq67jr18n is not listed on IDEAS
  15. René Garcia, 1995. "Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models," CIRANO Working Papers 95s-07, CIRANO.
  16. Balduzzi, Pierluigi & Bertola, Giuseppe & Foresi, Silverio, 1997. "A model of target changes and the term structure of interest rates," Journal of Monetary Economics, Elsevier, vol. 39(2), pages 223-249, July.
  17. repec:fth:prinin:351 is not listed on IDEAS
  18. repec:pri:indrel:dsp01p5547r37j is not listed on IDEAS
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