4 datasets found

The discrete time analogue of the continuous time Krugman target zone model is developed in order to capture the typical volatility clusters and fat-tailed distributed...

This paper develops a Bayesian approach to estimating exchange rate target zone models and rational expectations models in general. It also introduces a simultaneous-equation...

The focus in this paper is on the monetary transmission mechanism in Italy and how it has changed with the increased independence of the Italian Central Bank and the...

This dataset provides the files required to reproduce the empirical part of Fendel/Frenkel, Putting European Monetary Integration into a Historical Perspective: Two Decades of...