search query: @indexterm vector autoregression models / total: 14
reference: 7 / 14
| Author: | Kim, S. |
| Title: | Exchange rate stabilization in the ERM: identifying European monetary policy reactions |
| Journal: | Journal of International Money and Finance
2002 : JUN, VOL. 21:3, p. 413-434 |
| Index terms: | EUROPEAN MONETARY SYSTEM EXCHANGE RATE MECHANISM STABILIZATION VECTOR AUTOREGRESSION MODELS |
| Language: | eng |
| Abstract: | The authors develop the structural VAR models for European countries (France, Denmark, and Germany) during the ERM period, to examine the monetary policy reactions, especially the within-ERM exchange rate stabilization. |
SCIMA