Stochastic processes and target zones revisited

C-Tier
Journal: Economics Letters
Year: 2012
Volume: 116
Issue: 1
Pages: 34-36

Authors (2)

Beladi, Hamid (University of Texas-San Antoni...) Chakrabarti, Avik (not in RePEc)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

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

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Abstract

We construct a model of exchange rate target zones that allows the stochastic process, with a closed-form general solution, to include the possibility of lagged response of fundamentals.

Technical Details

RePEc Handle
repec:eee:ecolet:v:116:y:2012:i:1:p:34-36
Journal Field
General
Author Count
2
Added to Database
2026-01-24