| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w3918 |
| 来源ID | Working Paper 3918 |
| Devaluation Expectations: The Swedish Krona 1982-1991 | |
| Hans Lindberg; Lars E.O. Svensson; Paul Soderlind | |
| 发表日期 | 1991-11-01 |
| 出版年 | 1991 |
| 语种 | 英语 |
| 摘要 | Devaluation expectations for the Swedish krona are estimated for the period 1982-1991 with several methods. First the "simplest test" is applied under either only the minimal assumption of "no positive minimum profit" or the additional assumption of uncovered interest parity. Then a more precise method suggested by Bertola and Svensson is used, in which expected rates of depreciation within the exchange rate band, estimated in several ways, are subtracted from interest rate differentials. In addition the probability density of the time of devaluations is estimated. Finally, estimated devaluation expectations are to some extent explained by a few macrovariables and parliament elections. |
| 主题 | International Economics ; International Finance |
| URL | https://www.nber.org/papers/w3918 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/561252 |
| 推荐引用方式 GB/T 7714 | Hans Lindberg,Lars E.O. Svensson,Paul Soderlind. Devaluation Expectations: The Swedish Krona 1982-1991. 1991. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| w3918.pdf（697KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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