مرکز منطقه ای اطلاع رساني علوم و فناوري - Mean-reversion vs. adjustment to PPP: the two regimes of exchange rate dynamics under the EMS, 1979

Title of article :

Mean-reversion vs. adjustment to PPP: the two regimes of exchange rate dynamics under the EMS, 1979–1998

Author/Authors :

Marie Bessec، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2003

Pages :

From page :

141

To page :

164

Keywords :

Exchange rates , European Monetary System , Markov-switching , Error correction models

Journal title :

Economic Modelling

Serial Year :

2003

Journal title :

Economic Modelling

Record number :

227557

Link To Document :