The identification of liquidity effects in the EMS: Italy 1991-1992

DOI10.1007/BF01886825zbMATH Open0865.90025MaRDI QIDQ2563569FDOQ2563569

Authors: Ignazio Angeloni, Alessandro Prati 

Publication date: 16 December 1996

Published in: Open Economies Review (Search for Journal in Brave)

Recommendations

• The collapse of the `new EMS': An interpretation
• The lira and the pound in the 1992 currency crisis: Fundamentals or speculation?
• Intramarginal Interventions, Bands and the Pattern of EMS Exchange Rate Distributions
• Expected and Predicted Realignments: The FF/DM Exchange Rate during the EMS, 1979-93
• Devaluation expectations and the unit root hypothesis: The Italian Lira in the European monetary system

zbMATH Keywords

liquidity shocks

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82) Economic growth models (91B62)

Cites Work

• Large Sample Properties of Generalized Method of Moments Estimators
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• Inference in Linear Time Series Models with some Unit Roots
• Liquidity and interest rates
• Two-step two-stage least squares estimation in models with rational expectations
• Statistical inference for a system of simultaneous, non-linear, implicit equations in the context of instrumental variable estimation

Cited In (1)

• Devaluation expectations and the unit root hypothesis: The Italian Lira in the European monetary system

This page was built for publication: The identification of liquidity effects in the EMS: Italy 1991-1992

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2563569)