| 来源类型 | Discussion paper |
| 规范类型 | 论文 |
| 来源ID | DP5177 |
| DP5177 Estimation and Testing of Dynamic Models with Generalized Hyperbolic Innovations | |
| ENRIQUE SENTANA; Javier Mencía | |
| 发表日期 | 2005-08-23 |
| 出版年 | 2005 |
| 语种 | 英语 |
| 摘要 | A natural experiment with an exchange-rate band in Austria-Hungary in the early 20th century provides a rare opportunity to discuss critical aspects of the theory of target zones. Providing a new derivation of the target zone model as a set of nested hypotheses, the inference is drawn that policy credibility and market efficiency were paramount in the success of the Austro-Hungarian experience. |
| 主题 | International Macroeconomics |
| 关键词 | Target zone Market efficiency hypothesis Credibility monetary policy Covered interest parity Monetary model Austria-hungary |
| URL | https://cepr.org/publications/dp5177 |
| 来源智库 | Centre for Economic Policy Research (United Kingdom) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/534062 |
| 推荐引用方式 GB/T 7714 | ENRIQUE SENTANA,Javier Mencía. DP5177 Estimation and Testing of Dynamic Models with Generalized Hyperbolic Innovations. 2005. |
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