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Data and Sample Period
Estimation and VAR Identification
18 other sections not shown
1992 Variable Mean Arc Arus Arf Arf Arc Arus Arus Arf Arc Arys asymmetry Basle-Nyborg agreement capital controls central banks changes in French Coeff StdDev T-stat covariance matrix currency Descriptive Statistics deutsche mark effect on France ERM countries ERM members Errors T-statistics Arp Euro-DM Euro-Dollar EURO-RATE exchange rate French and German German interest rates German leadership German monetary policy German rates German unification Granger causality hypothesis of German Interbank rates interest changes interest rate affected interest rate changes intramarginal intervention Jan-Aug kurtosis Lagrange Multiplier leadership role long-run multipliers Mean Min Max monetary aggregates monetary policy actions Multipliers Standard Errors Nat.-DM Nat.-Franc NATIONAL-RATE SHOCK Off-Shore Interest Rates on-shore and off-shore on-shore rates parameters Post-U nification pre-unification period regime shifts Sample Coeff StdDev Sample Multipliers Standard sample period short-term interest rates significant Standard Errors T-statistics sterilization structural break T-statistics Arp Arc Table Tests for Structural unit shock vector Whole Sample Multipliers