Virtual and Composite Fundamentals in the ERM

B-Tier
Journal: Scandanavian Journal of Economics
Year: 1999
Volume: 101
Issue: 2
Pages: 277-296

Authors (2)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

Abstract

A latent‐variable approach is applied to identify the appropriate driving process for fundamental exchange rates in the ERM. From the time‐series characteristics of so‐called “virtual fundamentals” and “composite fundamentals”, a significant degree of mean reversion can be asserted. The relative degree of mean reversion across countries closely corresponds to often assumed degrees of economic integration vis‐a‐vis Germany as well as documented degrees of credibility of the exchange rate policies pursued. Convergence in fundamentals appears to be larger under the “new” EMS than in the previous years, but has again diminished after German unification and the subsequent widening of the ERM bands in 1993.

Technical Details

RePEc Handle
repec:bla:scandj:v:101:y:1999:i:2:p:277-296
Journal Field
General
Author Count
2
Added to Database
2026-01-29