-
1
-
-
38249034777
-
The European monetary system: An evaluation
-
Artis, M. J. (1987) The European monetary system: an evaluation, Journal of Policy Modeling, 9, 175-98.
-
(1987)
Journal of Policy Modeling
, vol.9
, pp. 175-198
-
-
Artis, M.J.1
-
2
-
-
0003199455
-
The European monetary system: A review of the research record
-
(Ed.) G. Bird, Surrey University Press, Surrey, UK
-
Artis, M. J. (1990) The European monetary system: a review of the research record, in The International Financial Regime (Ed.) G. Bird, Surrey University Press, Surrey, UK.
-
(1990)
The International Financial Regime
-
-
Artis, M.J.1
-
3
-
-
0001349781
-
The stabilizing effect of the ERM on exchange rates and interest rates: Some nonparametric tests
-
Artis, M. J. and Taylor, M. P. (1994) The stabilizing effect of the ERM on exchange rates and interest rates: some nonparametric tests, IMF Staff Papers, 41, 123-48.
-
(1994)
IMF Staff Papers
, vol.41
, pp. 123-148
-
-
Artis, M.J.1
Taylor, M.P.2
-
5
-
-
0003165999
-
Model specification tests: A simultaneous approach
-
Bera, A. K. and Jarque, C. M. (1982) Model specification tests: a simultaneous approach, Journal of Econometrics, 20, 59-82.
-
(1982)
Journal of Econometrics
, vol.20
, pp. 59-82
-
-
Bera, A.K.1
Jarque, C.M.2
-
6
-
-
0001211603
-
Estimation and inference in nonlinear structural models
-
Berndt, E. K., Bronwyn, H. H., Hall, R. E. and Hausman, J. A. (1974) Estimation and inference in nonlinear structural models, Annals of Economic and Social Measurement, 4, 653-65.
-
(1974)
Annals of Economic and Social Measurement
, vol.4
, pp. 653-665
-
-
Berndt, E.K.1
Bronwyn, H.H.2
Hall, R.E.3
Hausman, J.A.4
-
7
-
-
1542781549
-
Monetary and exchange rate policy in the EMS with free capital movements
-
(Ed.) P. De Grauwe and L. Papademos, Longmans, London, UK
-
Bini-Smaghi, L. and Micossi, S. (1990) Monetary and exchange rate policy in the EMS with free capital movements, in The European Monetary System in the 1990s (Ed.) P. De Grauwe and L. Papademos, Longmans, London, UK.
-
(1990)
The European Monetary System in the 1990s
-
-
Bini-Smaghi, L.1
Micossi, S.2
-
8
-
-
0037987298
-
-
Discussion Paper No. 187, Banca d' Italia, Rome, Italy
-
Bini-Smaghi, L. and Vori, S. (1993) Rating the EC as an optimal currency area, Discussion Paper No. 187, Banca d' Italia, Rome, Italy.
-
(1993)
Rating the EC As an Optimal Currency Area
-
-
Bini-Smaghi, L.1
Vori, S.2
-
9
-
-
42449156579
-
Generalized autoregressive conditional heteroscedasticity
-
Bollerslev, T. (1986) Generalized autoregressive conditional heteroscedasticity, Journal of Econometrics, 31, 307-27.
-
(1986)
Journal of Econometrics
, vol.31
, pp. 307-327
-
-
Bollerslev, T.1
-
10
-
-
0000375581
-
A conditionally heteroscedastic time series model for speculative prices and rates of return
-
Bollerslev, T. (1987) A conditionally heteroscedastic time series model for speculative prices and rates of return, Review of Economics and Statistics, 9, 542-47.
-
(1987)
Review of Economics and Statistics
, vol.9
, pp. 542-547
-
-
Bollerslev, T.1
-
11
-
-
0001023182
-
Modeling the coherence in short-run nominal exchange rates: A multivariate generalized ARCH model
-
Bollerslev, T. (1990) Modeling the coherence in short-run nominal exchange rates: a multivariate generalized ARCH model, Review of Economics and Statistics, 72, 498-505.
-
(1990)
Review of Economics and Statistics
, vol.72
, pp. 498-505
-
-
Bollerslev, T.1
-
12
-
-
70350121603
-
ARCH models
-
(Eds) R. F. Engle and D. L. McFadden, Elsevier Science, BV, Amsterdam, The Netherlands
-
Bollerslev, T., Engle, R. F. and Nelson, D. B. (1994) ARCH Models, in Handbook of Econometrics, Vol. IV (Eds) R. F. Engle and D. L. McFadden, Elsevier Science, BV, Amsterdam, The Netherlands, pp. 2959-3038.
-
(1994)
Handbook of Econometrics
, vol.4
, pp. 2959-3038
-
-
Bollerslev, T.1
Engle, R.F.2
Nelson, D.B.3
-
16
-
-
0003045342
-
Has the EMS reduced member-country exchange rate volatility?
-
Diebold, F. X. and Pauly, P. (1988) Has the EMS reduced member-country exchange rate volatility?, Empirical Economics, 13, 81-102.
-
(1988)
Empirical Economics
, vol.13
, pp. 81-102
-
-
Diebold, F.X.1
Pauly, P.2
-
17
-
-
84986408962
-
The dynamics of exchange rate volatility: A multivariate latent factor ARCH Model
-
Diebold, F. X. and Nerlove, M. (1989) The dynamics of exchange rate volatility: a multivariate latent factor ARCH Model, Journal of Applied Econometrics, 4, 1-21.
-
(1989)
Journal of Applied Econometrics
, vol.4
, pp. 1-21
-
-
Diebold, F.X.1
Nerlove, M.2
-
18
-
-
84985846360
-
European monetary arrangements: Implications for the dollar exchange rate variability and creditability
-
Edison, H. J. and Kole, L. S. (1995) European monetary arrangements: implications for the dollar exchange rate variability and creditability, European Financial Management, 1, 61-86.
-
(1995)
European Financial Management
, vol.1
, pp. 61-86
-
-
Edison, H.J.1
Kole, L.S.2
-
19
-
-
0006112080
-
Labor markets and European monetary unification
-
(Eds) P. R. Mason and M. P. Taylor, Cambridge University Press, Cambridge, UK
-
Eichengreen, B. (1993) Labor markets and European monetary unification, in Policy Issues in the Operation of Currency Unions (Eds) P. R. Mason and M. P. Taylor, Cambridge University Press, Cambridge, UK, pp. 130-62.
-
(1993)
Policy Issues in the Operation of Currency Unions
, pp. 130-162
-
-
Eichengreen, B.1
-
20
-
-
0000051984
-
Autoregressive conditional heteroscedasticity with estimates of the variance of UK inflation
-
Engle, R. F. (1982) Autoregressive conditional heteroscedasticity with estimates of the variance of UK inflation, Econometrica, 50, 987-1008.
-
(1982)
Econometrica
, vol.50
, pp. 987-1008
-
-
Engle, R.F.1
-
21
-
-
45449124697
-
The statistical properties of daily foreign exchange rates: 1974-1983
-
Hsieh, D. A. (1988) The statistical properties of daily foreign exchange rates: 1974-1983, Journal of International Economics, 24, 129-45.
-
(1988)
Journal of International Economics
, vol.24
, pp. 129-145
-
-
Hsieh, D.A.1
-
22
-
-
84952520952
-
Modeling heteroscedasticity in daily foreign-exchange rates
-
Hsieh, D. A. (1989) Modeling heteroscedasticity in daily foreign-exchange rates, Journal of Business and Economic Statistics, 7, 307-17.
-
(1989)
Journal of Business and Economic Statistics
, vol.7
, pp. 307-317
-
-
Hsieh, D.A.1
-
23
-
-
1542781543
-
The bias in the band: Exchange rate expectations under a broad-band exchange rate regime
-
December
-
Krugman, P. R. (1987) The bias in the band: exchange rate expectations under a broad-band exchange rate regime, NBER Working Paper, December.
-
(1987)
NBER Working Paper
-
-
Krugman, P.R.1
-
24
-
-
0001850960
-
Exchange rate volatility and US monetary policy: An ARCH application
-
Lastrapes, W. D. (1989) Exchange rate volatility and US monetary policy: an ARCH application, Journal of Money, Credit, and Banking, 21, 66-77.
-
(1989)
Journal of Money, Credit, and Banking
, vol.21
, pp. 66-77
-
-
Lastrapes, W.D.1
-
26
-
-
0017846358
-
On a measure of lack of fit in time-series models
-
Ljung, G. and Box, G. (1978) On a measure of lack of fit in time-series models, Biometrika, 65, 297-303.
-
(1978)
Biometrika
, vol.65
, pp. 297-303
-
-
Ljung, G.1
Box, G.2
-
27
-
-
0002525307
-
Is the correlation in international equity returns constant: 1960-1990?
-
Longin, F. and Solnik, B. (1995) Is the correlation in international equity returns constant: 1960-1990?, Journal of International Money and Finance, 14, 3-26.
-
(1995)
Journal of International Money and Finance
, vol.14
, pp. 3-26
-
-
Longin, F.1
Solnik, B.2
-
28
-
-
0003242322
-
Interventions, sterilization and monetary policy in European monetary system countries 1979-87
-
(Eds) F. Giavazzi, S. Micossi and M. Miller, Cambridge University Press, Cambridge, UK
-
Mastropasqua, C., Micossi, S. and Rinaldi, R. (1988) Interventions, sterilization and monetary policy in European monetary system countries 1979-87, in The European Monetary System (Eds) F. Giavazzi, S. Micossi and M. Miller, Cambridge University Press, Cambridge, UK, pp. 252-87.
-
(1988)
The European Monetary System
, pp. 252-287
-
-
Mastropasqua, C.1
Micossi, S.2
Rinaldi, R.3
-
29
-
-
33846907054
-
Empirical exchange rate models of the seventies: Do they fit out of sample?
-
Meese, R. A. and Rogoff, K. (1983) Empirical exchange rate models of the seventies: do they fit out of sample?, Journal of International Economics, 14, 3-24.
-
(1983)
Journal of International Economics
, vol.14
, pp. 3-24
-
-
Meese, R.A.1
Rogoff, K.2
-
30
-
-
0042146878
-
Exchange rate bands and realignments in a stationary stochastic setting
-
(Eds) M. Miller, B. Eichengreen and R. Portes, Academic Press, London, UK
-
Miller, M. and Weller, P. (1989) Exchange rate bands and realignments in a stationary stochastic setting, in Blueprints for Exchange Rate Management (Eds) M. Miller, B. Eichengreen and R. Portes, Academic Press, London, UK, pp. 161-73.
-
(1989)
Blueprints for Exchange Rate Management
, pp. 161-173
-
-
Miller, M.1
Weller, P.2
-
31
-
-
0001260761
-
A theory of optimum currency areas
-
Mundell, R. A. (1961) A theory of optimum currency areas, American Economic Review, 51, 657-65.
-
(1961)
American Economic Review
, vol.51
, pp. 657-665
-
-
Mundell, R.A.1
-
32
-
-
0000053795
-
Stochastic trends and jumps in EMS exchange rates
-
Nieuwland, F. G. M. C., Vershoor, W. F. C. and Wolff, C. C. P. (1994) Stochastic trends and jumps in EMS exchange rates, Journal of International Money and Finance, 13, 699-727.
-
(1994)
Journal of International Money and Finance
, vol.13
, pp. 699-727
-
-
Nieuwland, F.G.M.C.1
Vershoor, W.F.C.2
Wolff, C.C.P.3
-
33
-
-
43949149017
-
European exchange rate credibility before the fall
-
Rose, A. K. and Svensson, L. E. O. (1994) European exchange rate credibility before the fall, European Economic Review, 38, 1185-216.
-
(1994)
European Economic Review
, vol.38
, pp. 1185-1216
-
-
Rose, A.K.1
Svensson, L.E.O.2
-
34
-
-
0003802346
-
-
Institute for International Economics, Washington, DC
-
Williamson, J. (1983) The Exchange Rate System, Institute for International Economics, Washington, DC.
-
(1983)
The Exchange Rate System
-
-
Williamson, J.1
-
35
-
-
0003802346
-
-
revised edn., Institute for International Economics, Washington, DC
-
Williamson, J. (1985) The Exchange Rate System, revised edn., Institute for International Economics, Washington, DC.
-
(1985)
The Exchange Rate System
-
-
Williamson, J.1
|