Expected and Predicted Realignments: The FF/DM Exchange Rate during the EMS, 1979-93

DOI10.2307/3440524zbMath0916.90050OpenAlexW1590918119MaRDI QIDQ4211604

Lars E. O. Svensson, Andrew K. Rose

Publication date: 21 July 1999

Published in: The Scandinavian Journal of Economics (Search for Journal in Brave)

Full work available at URL: http://www.federalreserve.gov/pubs/ifdp/1991/395/ifdp395.pdf

zbMATH Keywords

bilateral exchange ratedrift adjustment method

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

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A statistical identity linking folded and censored distributions

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