Exchange and Interest Rates prior to EMU: The Case of Greece

Research, Preprint OPEN
Antzoulatos, Angelos A.; Wilfling, Bernd;
(2003)
  • Publisher: Hamburg Institute of International Economics (HWWA) Hamburg
  • Subject: C52 | Europäische Wirtschafts- und Währungsunion | F31 | Wechselkurstheorie | F33 | Zinsparität | Zinsstrukturtheorie | Zins | exchange and interest rate models | policy shifts | Wechselkurs | Stochastischer Prozeß | Schätzung | E43 | Griechenland | economic regime switching models | Volatilität | exchange and interest rate models,policy shifts,economic regime switching models | C51
    • jel: jel:E43 | jel:F31 | jel:F33 | jel:C52 | jel:C51
      ddc: ddc:330

Recently a variety of exchange and interest rate models capturing the dynamics during the transition from an exchange rate arrangement of floating rates into a currency union have been derived. While these stochastic equilibrium models in continous time are theoreticall... View more
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