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Currency crisis, sunspots and Markov-switching regimes
Jeanne, Olivier; Masson, Paul - 1998
Persistent link: https://www.econbiz.de/10000680182
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Currency crises, sunspots and Markov-switching regimes
Jeanne, Olivier; Masson, Paul R. - In: Journal of international economics 50 (2000) 2, pp. 327-350
Persistent link: https://www.econbiz.de/10001490317
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Exchange rate regime, real misalignment and currency crises
Holtemöller, Oliver; Mallick, Sushanta Kumar - In: Economic modelling 34 (2013), pp. 5-14
Persistent link: https://www.econbiz.de/10010360656
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Long memory property and central bank intervention during the currency crisis in the daily Korean won-US dollar exchange rates
Han, Young Wook - In: The journal of the Korean economy 4 (2003) 1, pp. 93-116
Persistent link: https://www.econbiz.de/10009763045
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How far can domestic credit growth explain speculative attacks? : empirical evidence from Turkey
Feridun, Mete - In: Journal of world economic review 2 (2007) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10003778227
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Chapter 3 Monetary policy regimes and economic performance: The historical record
Bordo, Michael D.; Schwartz, Anna J. - In: Handbook of macroeconomics : volume 1, part A, (pp. 149-234). 1999
inadequate policy tools and theory from the interwar period, set the stage for the Great Inflation of the 1970s. The lessons from …
Persistent link: https://www.econbiz.de/10014024247
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Can Central Bank interventions affect the exchange rate volatility? Multivariate GARCH approach using contrained nonlinear programming
C̜as̜kurlu, Tolga; Pinar, Mustafa C̜.; Altay-Salih, … - 2008
Persistent link: https://www.econbiz.de/10003753477
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Cointegrating smooth transition regressions with applications to the Asian currency crisis
Saikkonen, Pentti; Choi, In - 2000
This paper studies the smooth transition regression model where regressors are I(1) and errors are I(0). The regressors and errors are assumed to be dependent both serially and contemporaneously. Using the triangular array asymptotics, the nonlinear least squares estimator is shown to be...
Persistent link: https://www.econbiz.de/10009612025
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Cointegrating smooth transition regressions
Saikkonen, Pentti; Choi, In - In: Econometric theory 20 (2004) 2, pp. 301-340
Persistent link: https://www.econbiz.de/10001987871
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Cointegrating smooth transition regressions with application to the Asian currency crisis
Saikkonen, Pentti; Choi, In - 2000
Persistent link: https://www.econbiz.de/10001555318