Estimating Expected Exchange Rates Under Target Zone Regimes
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Cites work
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- Large Sample Properties of Generalized Method of Moments Estimators
- Stochastic Devaluation Risk and the Empirical Fit of Target-Zone Models
- SYSTEMS OF FREQUENCY CURVES GENERATED BY METHODS OF TRANSLATION
- Target zones and the distribution of exchange rates. An estimation method
- Two-step two-stage least squares estimation in models with rational expectations
Cited in
(6)- Estimating unknown join points: Determination of the yen-dollar exchange rate
- A time series model for an exchange rate in a target zone with applications
- scientific article; zbMATH DE number 1327258 (Why is no real title available?)
- The use of the ARDL approach in estimating virtual exchange rates in India
- Off-the-record target zones: theory with an application to Hong Kong’s currency board
- On the mean-reverting properties of target zone exchange rates: A cautionary note
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