• 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
    24
  • 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