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Multilateral Exchange Rate Determination: a Model for the Analysis of the European Monetary System

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  • Basevi, G.
  • Calzolari, M.

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  • Basevi, G. & Calzolari, M., 1982. "Multilateral Exchange Rate Determination: a Model for the Analysis of the European Monetary System," Cahiers de recherche 8202, Universite de Montreal, Departement de sciences economiques.
  • Handle: RePEc:mtl:montde:8202
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    1. Basevi, G. & Calzolari, M., 1982. "Monetary Authorities' Reaction Functions in a Model of Exchange - Rate Determination for the European Monetary System," Cahiers de recherche 8218, Universite de Montreal, Departement de sciences economiques.
    2. Frankel, Jeffrey A, 1979. "On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials," American Economic Review, American Economic Association, vol. 69(4), pages 610-622, September.
    3. Blanchard, Olivier Jean & Kahn, Charles M, 1980. "The Solution of Linear Difference Models under Rational Expectations," Econometrica, Econometric Society, vol. 48(5), pages 1305-1311, July.
    4. Papadia, Francesco, 1981. "Forward exchange rates as predictors of future spot rates and the efficiency of the foreign exchange market," Journal of Banking & Finance, Elsevier, vol. 5(2), pages 217-240, June.
    5. Lucas, Robert E, Jr, 1973. "Some International Evidence on Output-Inflation Tradeoffs," American Economic Review, American Economic Association, vol. 63(3), pages 326-334, June.
    6. Dornbusch, Rudiger, 1976. "Expectations and Exchange Rate Dynamics," Journal of Political Economy, University of Chicago Press, vol. 84(6), pages 1161-1176, December.
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