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The monetary approach to exchange rates in the CEECs
Crespo-Cuaresma, Jesús; Fidrmuc, Jarko; McDonald, Ronald - Siirtymätalouksien tutkimuslaitos, Suomen Pankki - 2003
A panel data set for six Central and Eastern European countries (the Czech Republic, Hungary, Poland, Romania, Slovakia and Slovenia) is used to estimate the monetary exchange rate model with panel cointegration methods, including the Pooled Mean Group estimator, the Fully Modified Least Square...
Persistent link: https://www.econbiz.de/10005648580
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The monetary approach to exchange rates in the CEECs
Crespo-Cuaresma, Jesús; Fidrmuc, Jarko; McDonald, Ronald - EconWPA - 2004
A panel data set for six Central and Eastern European countries (the Czech Republic, Hungary, Poland, Romania, Slovakia and Slovenia) is used to estimate the monetary exchange rate model with panel cointegration methods, including the Pooled Mean Group estimator, the Fully Modified Least Square...
Persistent link: https://www.econbiz.de/10005561077
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Non-linear exchange rate dynamics in target zones : a bumpy road towards a honeymoon ; some evidence from the ERM, ERM2 and selected new EU member states
Crespo-Cuaresma, Jesús; Égert, Balázs; MacDonald, Ronald - 2005
This study investigates exchange rate movements in the Exchange Rate Mechanism (ERM) of the European Monetary System (EMS) and in the Exchange Rate Mechanism II (ERM-II). On the basis of the variant of the target zone model proposed by Bartolini and Prati (1999) and Bessec (2003), we set up a...
Persistent link: https://www.econbiz.de/10010273730
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Non-Linear Exchange Rate Dynamics in Target Zones: A Bumpy Road Towards A Honeymoon Some Evidence from the ERM, ERM2 and Selected New EU Member States
Crespo-Cuaresma, Jesús; Égert, Balázs; MacDonald, Ronald - 2005
This study investigates exchange rate movements in the Exchange Rate Mechanism (ERM) of the European Monetary System (EMS) and in the Exchange Rate Mechanism II (ERM-II). On the basis of Bessec (2003), we set up a three-regime self-exciting threshold autoregressive model (SETAR) with a...
Persistent link: https://www.econbiz.de/10009477175
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Nonlinear exchange rate dynamics in target zones : a bumpy road toward a honeymoon ; some evidence from the ERM, ERM II and selected new EU member states
Crespo-Cuaresma, Jesús; Égert, Balázs; MacDonald, Ronald - In: Focus on european economic integration (2004) 1, pp. 46-69
Persistent link: https://www.econbiz.de/10009954249
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Monetárny model výmenného kurzu slovenskej koruny
Crespo-Cuaresma, Jesús; Fidrmuc, Jarako; MacDonald, Ronald - In: Ekonomický časopis : časopis pre ekonomickú … 52 (2004) 8, pp. 915-928
Persistent link: https://www.econbiz.de/10009915905
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The monetary approach to exchange rates in the CEECs link rid="fn1">1
Crespo-Cuaresma, Jesús; Fidrmuc, Jarko; Macdonald, Ronald - In: The economics of transition 13 (2005) 2, pp. 395-416
Persistent link: https://www.econbiz.de/10007783212
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Non-Linear Exchange Rate Dynamics in Target Zones: A Bumpy Road Towards A Honeymoon Some Evidence from the ERM, ERM2 and Selected New EU Member States
Crespo-Cuaresma, Jesús; Égert, Balázs; MacDonald, Ronald - William Davidson Institute, University of Michigan - 2005
This study investigates exchange rate movements in the Exchange Rate Mechanism (ERM) of the European Monetary System (EMS) and in the Exchange Rate Mechanism II (ERM-II). On the basis of Bessec (2003), we set up a three-regime self-exciting threshold autoregressive model (SETAR) with a...
Persistent link: https://www.econbiz.de/10005677572
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Non-Linear Exchange Rate Dynamics in Target Zones: A Bumpy Road towards a Honeymoon - Some Evidence from the ERM, ERM2 and Selected New EU Member States
Crespo-Cuaresma, Jesús; Egert, Balázs; MacDonald, Ronald - CESifo - 2005
This study investigates exchange rate movements in the Exchange Rate Mechanism (ERM) of the European Monetary System (EMS) and in the Exchange Rate Mechanism II (ERM-II). On the basis of the variant of the target zone model proposed by Bartolini and Prati (1999) and Bessec (2003), we set up a...
Persistent link: https://www.econbiz.de/10005405889
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The Monetary Approach to Exchange Rates in the CEECs Relations and Output Performance
Crespo-Cuaresma, Jesús; Fidrmuc, Jarko; MacDonald, Ronald - University of Vienna, Department of Economics - 2003
A panel data set for six Central and Eastern European countries (the Czech Republic, Hungary, Poland, Romania, Slovakia and Slovenia) is used to estimate the monetary exchange rate model with panel cointegration methods, including the Pooled Mean Group estimator, the Fully Modified Least Square...
Persistent link: https://www.econbiz.de/10005622983