Testing the bounds: Empirical behavior of target zone fundamentals

C-Tier
Journal: Economic Modeling
Year: 2011
Volume: 28
Issue: 4
Pages: 1782-1792

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Standard target zone exchange rate models are based on nonlinear functions of unobserved economic fundamentals, which are assumed to be bounded, similarly to the target zone exchange rates themselves. Using a novel estimation and testing strategy, I show how this key but often overlooked assumption may be tested. Empirical results cast doubt on its validity in practice, providing a reason for well-documented empirical difficulties of these models in the literature.

Technical Details

RePEc Handle
repec:eee:ecmode:v:28:y:2011:i:4:p:1782-1792
Journal Field
General
Author Count
1
Added to Database
2026-01-26