Explaining recent European exchange-rate stability

International Finance

Volumn 2, Issue 1, 1999, Pages 1-31

  De Grauwe, Paul ^a   Dewachter, Hans ^b   Veestraeten, Dirk ^b  

^a UNIVERSITY OF LEUVEN   (Belgium)

^b NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0040437474     PISSN: 13670271     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-2362.00017     Document Type: Article

References (9)

1. Begg, David, Francesco Giavazzi, Jürgen von Hagen and Charles Wyplosz (1997), EMU: Getting the End Game Right. London: Centre for Economic Policy Research.
2. De Grauwe, Paul and Luigi Spaventa (1997), 'Setting conversion rates for the third stage of EMU', CEPR Discussion Paper Series, No. 1638.
3. De Grauwe, Paul, Hans Dewachter and Dirk Veestraeten (1999), 'Price Dynamics under Stochastic Process Switching: Some Extensions and an Application to EMU', Journal of International Money and Finance, 18, 195-224.
4. Flood, Robert P. and Peter M. Garber (1983), 'A model of stochastic process switching', Econometrica, 51, 537-51.
5. Froot, Kenneth A. and Maurice Obstfeld (1991a), 'Stochastic Process Switching: Some Simple Solutions', Econometrica, 59, 241-50.
6. _ (1991b), 'Exchange Rate Dynamics under Stochastic Regime Shifts, A Unified Approach', Journal of International Economics, 31, 203-29.
7. Giavazzi, Francesco and Alberto Giovannini (1986), 'The EMS and the Dollar', Economic Policy, 2, 456-85.
8. Mitchell, Wesley C. (1908), Gold, Prices, and Wages under the Greenback Standard. Berkeley: The University Press.
9. Smith, Gregor W. (1991), 'Solution to a problem of stochastic process switching', Econometrica, 59, 237-9.