A statistical identity linking folded and censored distributions

Journal of Economic Dynamics and Control

Volumn 19, Issue 8, 1995, Pages 1391-1403

  Rose, Colin ^a  

^a Theoretical Research Institute   (Australia)

Author keywords

Censored folded distributions; Exchange rate target zone; Random walks; Reflecting barriers

Indexed keywords

EID: 0040209632     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/0165-1889(94)00834-5     Document Type: Article

References (16)

1. Speculation, incomplete currency market participation, and nonfundamental movements in nominal and real exchange rates
2. Fixing exchange rates: A virtual quest for fundamentals
3. Nonfundamental uncertainty and exchange rates
4. Target zones and exchange rate dynamics
5. Why have a target zone?
6. The folded normal distribution
7. Empirical exchange rate models of the seventies: Do they fit out of sample?
8. NBER working paper no. 3685
9. Bounded and unbounded stochastic processes
10. Convergence and the target zone paradox
11. Recent research on exchange rate target zones An interpretation
12. Exchange rate management