Excess volatility of real exchange rates in the EMS : some evidence from structural VARs
Year of publication: |
2000
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Authors: | Kempa, Bernd |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 32.2000, 1, p. 73-79
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Subject: | Kaufkraftparität | Purchasing power parity | Volatilität | Volatility | Europäisches Währungssystem | European Monetary System | Schock | Shock | VAR-Modell | VAR model | Schätzung | Estimation | EU-Staaten | EU countries | 1972-1996 |
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