The identification of liquidity effects in the EMS: Italy 1991-1992

DOI10.1007/BF01886825zbMath0865.90025MaRDI QIDQ2563569

Ignazio Angeloni, Alessandro Prati

Publication date: 16 December 1996

Published in: Open Economies Review (Search for Journal in Brave)

zbMATH Keywords

liquidity shocks

Mathematics Subject Classification ID

Economic growth models (91B62) Statistical methods; economic indices and measures (91B82)

Cites Work

• Large Sample Properties of Generalized Method of Moments Estimators
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• Liquidity and interest rates
• Statistical inference for a system of simultaneous, non-linear, implicit equations in the context of instrumental variable estimation
• Two-step two-stage least squares estimation in models with rational expectations
• Inference in Linear Time Series Models with some Unit Roots

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