Regime-switching and interest rates in the European monetary system
Year of publication: |
2000-04-01
|
---|---|
Authors: | Dahlquist, Magnus ; Gray, Stephen F. |
Publisher: |
Elsevier Science |
Subject: | Interest Rate Modeling | Regime Shifts | Target Zone Credibility | Exchange-rate Credibility | Target-zone Credibility | Business-cycle | Term Structure | Expectations | Realignments | Dynamics | Outliers | Models | Fall |
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