Testing the bounds: Empirical behavior of target zone fundamentals
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- 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.
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Cited by:
- Kevin C. Chua, 2018. "A Model Of Inflation Transmission In An Exchange Rate Target Zone," Bulletin of Economic Research, Wiley Blackwell, vol. 70(3), pages 285-297, July.
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Keywords
Target zone exchange rates Economic fundamental Unscented Kalman filter Rescaled range statistic;JEL classification:
- F3 - International Economics - - International Finance
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
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