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2.5 percent 90 Figure adjust the interest adjustment is essential band 91 Bertola and Svensson BF/DM DK/DM FF/DM BF/DM log exchange central parity depreciation within band Dickey-Fuller test DK/DM expected errors within parentheses estimate the expected estimated expected rates estimates of devaluation estimates of expected European Monetary System exchange rate band exchange rate movements exchange risk premium expected conditional devaluation expected conditional realignment expected future exchange foreign exchange risk frequency of realignment future exchange rate IL/DM exchange rate interest rate differential International Monetary Fund IP/DM expected rate Lindberg log exchange rate mean reversion method to estimate model of expected Newey-West standard errors number of days participating currency rate of depreciation rate of devaluation rate of realignment rate within band Regressand Rose and Svensson sensible results short regimes small-sample problem Soderlind 1991 sufficiently long maturities Svensson and Soderlind Swedish krona Table uncovered interest parity unit root variable