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Credibility of interest rate policies in eight European monetary system countries : an application of the Markov regime-switching of a bivariate autoregressive model

Arestis, Philip; Muratidēs, Kōstas - In: Issues in finance and monetary policy, (pp. 100-127). 2007

Persistent link: https://www.econbiz.de/10003466332

Credibility of EMS interest rate policies : a Markov regime-switching approach

Arestis, Philip (contributor); … - 2002

Persistent link: https://www.econbiz.de/10003207961

Credibility of European Monetary System interest rate policies : a Markov regime-switching approach

Arestis, Philip; Muratidēs, Kōstas - In: The Manchester School 72 (2004) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10001905562

Credibility of interest rate policies in eight EMS countries : an application of the Markov regime-switching of a bivariate autoregressive model

Arestis, Philip (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001876866

Credibility of European Monetary System Interest Rate Policies : A Markov Regime-Switching Approach

Arestis, Philip; Mouratidis, Konstantinos - 2004

The Markov regime-switching modelling framework, with time-varying transition probabilities, is utilized to study the credibility of monetary policy in five member countries of the European Monetary System during the period 1979-98 (Austria, Belgium, France, Italy and the Netherlands). The...

Persistent link: https://www.econbiz.de/10014072928

Credibility of EMS Interest Rate Policies : A Markov Regine-Switching Approach

Arestis, Philip; Mouratidis, Konstantinos - 2003

The primary objective of this paper is to use the Markov regime-switching modeling framework to study the credibility of monetary policy in five member countries of the European Monetary System (EMS) during the period 1979 to 1998. The five countries examined for this purpose are Austria,...

Persistent link: https://www.econbiz.de/10014092342