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Stochastic optimization and worst-case analysis in monetary policy design

Žaković, Stan; Wieland, Volker; Rustem, Berç - In: Computational economics 30 (2007) 4, pp. 329-347

Persistent link: https://www.econbiz.de/10003582865

Stochastic optimization and worst case analysis in monetary policy design

Žaković, Stan - 2005

Persistent link: https://www.econbiz.de/10013424606

Interest rate convergence in the EMS prior to European Monetary Union

Frömmel, Michael; Kruse, Robinson - 2009

Persistent link: https://www.econbiz.de/10003849559

Interest rate convergence in the EMS prior to European Monetary Union

Frömmel, Michael; Kruse, Robinson - 2009

Persistent link: https://www.econbiz.de/10003936716

Interest rate convergence in the EMS prior to European Monetary Union

Frömmel, Michael; Kruse, Robinson - In: Journal of policy modeling : JPMOD ; a social science … 37 (2015) 6, pp. 990-1004

Persistent link: https://www.econbiz.de/10011478733

Interest Rate Convergence in the EMS Prior to European Monetary Union

Frömmel, Michael - 2009

In this paper we analyze the convergence of interest rates in the European MonetarySystem (EMS) in a framework of changing persistence. This allows us to estimate the exact date of full convergence from the data. A change in persistence means that a time series switches from stationarity to...

Persistent link: https://www.econbiz.de/10013159293