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Specification, solution and estimation of a discrete time target zone model of EMS exhange rates

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  • de Jong, F.C.J.M.

    (Tilburg University, School of Economics and Management)

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  • de Jong, F.C.J.M., 1993. "Specification, solution and estimation of a discrete time target zone model of EMS exhange rates," Other publications TiSEM 63cae6f0-babd-48e9-bc35-f, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:63cae6f0-babd-48e9-bc35-fe3af0871a33
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    References listed on IDEAS

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    1. Giuseppe Bertola & Lars E. O. Svensson, 1993. "Stochastic Devaluation Risk and the Empirical Fit of Target-Zone Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 60(3), pages 689-712.
    2. Beetsma, R.M.W.J., 1992. "Imperfect credibility of the band and risk premia in the European Monetary System," Discussion Paper 1992-54, Tilburg University, Center for Economic Research.
    3. Kees G. Koedijk & Philip A. Stork & Casper G. De Vries, 1998. "An EMS target zone model in discrete time," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(1), pages 31-48.
    4. Svensson, Lars E. O., 1993. "Assessing target zone credibility : Mean reversion and devaluation expectations in the ERM, 1979-1992," European Economic Review, Elsevier, vol. 37(4), pages 763-793, May.
    5. Lars E. O. Svensson, 1992. "An Interpretation of Recent Research on Exchange Rate Target Zones," Journal of Economic Perspectives, American Economic Association, vol. 6(4), pages 119-144, Fall.
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