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A time series model for an exchange rate in a target zone with applications
10 references·8 citing·45 second hop
A time series model for an exchange rate in a target zone with applications (2005)A time series model for an exchange rate …The Economics of Exchange Rates (2003)The Economics of Exchange Rat…Evaluating GARCH models (2002)Evaluating GARCH modelsAsymmetric density forecasts of inflation and the Bank of England's fan chart (1999)Asymmetric density forecasts …Testing the adequacy of smooth transition autoregressive models (1996)Testing the adequacy of smoot…Analytic derivatives and the computation of GARCH estimates (1996)Analytic derivatives and the …Testing the basic target zone model on Swedish data 1982–1990 (1994)Testing the basic target zone…An Interpretation of Recent Research on Exchange Rate Target Zones (1992)An Interpretation of Recent R…Target Zones and Exchange Rate Dynamics (1991)Target Zones and Exchange Rat…Testing Linearity Against Smooth Transition Autoregressive Models (1988)Testing Linearity Against Smo…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Quantile unit root inference for panel data with common shocks (2022)Quantile unit root inference …Asymmetric Behaviour of Inflation around the Target in Inflation‐Targeting Countries (2015)Asymmetric Behaviour of Infla…Money demand in the euro area, the US and the UK: Assessing the role of nonlinearity (2013)Money demand in the euro area…EXCHANGE RATE TARGET ZONES: A SURVEY OF THE LITERATURE (2011)EXCHANGE RATE TARGET ZONES: A…Environment and development: is there a Kuznets curve for CO 2 emissions? (2008)Environment and development: …Estimation Bias and Inference in Overlapping Autoregressions: Implications for the Target‐Zone Literature* (2007)Estimation Bias and Inference…Asymmetric adjustment and nonlinear dynamics in real exchange rates (2005)Asymmetric adjustment and non…A model for exchange rates with crawling bands—an application to the Colombian peso (2002)A model for exchange rates wi…Empirical exchange rate models of the seventies (1983)Brownian Motion and Stochastic Flow Systems. 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References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1988Testing Linearity Against Smooth Transition Autoregressive Models1,365 cited
  • 2003The Economics of Exchange Rates1,327 cited
  • 1991Target Zones and Exchange Rate Dynamics1,089 cited
  • 1996Testing the adequacy of smooth transition autoregressive models536 cited
  • 1992An Interpretation of Recent Research on Exchange Rate Target Zones261 cited
  • 2002Evaluating GARCH models215 cited
  • 1996Analytic derivatives and the computation of GARCH estimates153 cited
  • 1999Asymmetric density forecasts of inflation and the Bank of England's fan chart126 cited
  • 1994Testing the basic target zone model on Swedish data 1982–199085 cited

Cited by

  • 2008Environment and development: is there a Kuznets curve for CO 2 emissions?137 cited
  • 2005Asymmetric adjustment and nonlinear dynamics in real exchange rates38 cited
  • 2013Money demand in the euro area, the US and the UK: Assessing the role of nonlinearity34 cited
  • 2011EXCHANGE RATE TARGET ZONES: A SURVEY OF THE LITERATURE34 cited
  • 2002A model for exchange rates with crawling bands—an application to the Colombian peso

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30 cited
  • 2015Asymmetric Behaviour of Inflation around the Target in Inflation‐Targeting Countries23 cited
  • 2022Quantile unit root inference for panel data with common shocks13 cited
  • 2007Estimation Bias and Inference in Overlapping Autoregressions: Implications for the Target‐Zone Literature*13 cited