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A chronology of Denmark's exchange-rate policy 1875-2003
Abildgren, Kim - 2004
This paper offers a fact-oriented chronology of the Danish exchange-rate policy since the introduction of the krone as the Danish currency unit in 1875.
Persistent link: https://www.econbiz.de/10010321237
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An empirical examination of the purchasing-power-parity hypothesis for Denmark 1875 - 2002
Abildgren, Kim (contributor) - 2004 - [Elektronische Ressource]
case of Denmark using simple unit-root tests and cointegration tests on new historical time-series indices for the … ; Danish krone exchange rates ; Effective exchange rates ; Purchasing-power parity ; History of exchange rates …
Persistent link: https://www.econbiz.de/10002031160
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Nominal and real effective krone rate indices for Denmark 1875 - 2002
Abildgren, Kim (contributor) - 2004 - [Elektronische Ressource]
This paper constructs annual trade-weighted nominal and real effective exchange rate indices for Denmark covering the … weighted chain indices with current trade weights based on Denmark's foreign trade in goods with 15 of its largest trading … partners. During each year in the period since 1875 these 15 countries accounted for at least 78 per cent of Denmark's total …
Persistent link: https://www.econbiz.de/10002031156
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An empirical examination of the purchasing-power-parity hypothesis for Denmark 1875-2002
Abildgren, Kim - 2004
case of Denmark using simple unit-root tests and cointegration tests on new historical time-series indices for the …
Persistent link: https://www.econbiz.de/10010321218
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Exchange Rate Stabilization in the Erm : Identifying European Monetary Policy Reactions
Kim, Soyoung - 2001
The structural VAR models for European countries (France, Denmark, and Germany) are developed to examine the monetary …
Persistent link: https://www.econbiz.de/10014139848
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Nominal and real effective krone rate indices for Denmark 1875-2002
Abildgren, Kim - 2004
This paper constructs annual trade-weighted nominal and real effective exchange rate indices for Denmark covering the … weighted chain indices with current trade weights based on Denmark's foreign trade in goods with 15 of its largest trading … partners. During each year in the period since 1875 these 15 countries accounted for at least 78 per cent of Denmark's total …
Persistent link: https://www.econbiz.de/10010321204
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Time-varying dynamics of the real exchange rate : a structural VAR analysis
Mumtaz, Haroon; Sunder-Plassmann, Laura - 2010
The aim of this paper is to explore the evolution of real exchange rate dynamics over time. We use a time-varying structural vector autoregression to investigate the role of demand, supply and nominal shocks and consider their impact on, and contribution to fluctuations in, the real exchange...
Persistent link: https://www.econbiz.de/10003940278
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Real-time effects of central bank interventions in the euro market
Fatum, Rasmus; Pedersen, Jesper - 2007
data provided by the Danish central bank. Denmark is currently pursuing an active intervention policy under the provisions … for Denmark. Our analysis employs the twostep weighted least squares estimation procedure of Andersen, Bollerslev, Diebold …
Persistent link: https://www.econbiz.de/10003855034
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Real-time effects of central bank interventions in the Euro market
Fatum, Rasmus (contributor); Pedersen, Jesper (contributor) - 2007
data provided by the Danish central bank. Denmark is currently pursuing an active intervention policy under the provisions … for Denmark. Our analysis employs the twostep weighted least squares estimation procedure of Andersen, Bollerslev, Diebold …
Persistent link: https://www.econbiz.de/10003437292
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Exchange rates in target zones : evidence from the Danish Krone
Reitz, Stefan; Taylor, Mark P. - 2013
Although the ERM II rules allow the Danish krone to fluctuate against the euro within an official target zone of 4.5%, most of the time the exchange rate has remained in a narrow range around its unconditional mean. Estimating a Smooth Transition Autoregression Target Zone (STARTZ) model...
Persistent link: https://www.econbiz.de/10009702888