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

DOI10.1007/BF01886825MaRDI QIDQ2563569zbMATH OpenFDO

Authors Ignazio Angeloni, Alessandro Prati

Publication date 16 December 1996

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

zbMATH Keywords

liquidity shocks

Mathematics Subject Classification ID

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

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

Cites work

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

Cited in

(1)

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

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