Semi‐Nonparametric Estimates of Currency Substitution: the Demand for Sterling in Europe

B-Tier
Journal: Review of International Economics
Year: 2004
Volume: 12
Issue: 3
Pages: 374-394

Authors (2)

Leigh Drake Adrian R. Fleissig (not in RePEc)

Score contribution per author:

1.009 = (α=2.02 / 2 authors) × 1.0x B-tier

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

Abstract

The paper presents new evidence of significant substitution between European domestic monetary assets and foreign holdings of sterling. The finding of significant cross‐country currency substitution implies reduced costs of transition towards monetary union and easier European policy convergence. Elasticities of substitution, using the Morishima measure, are estimated from the semi‐nonparametric Fourier flexible form.

Technical Details

RePEc Handle
repec:bla:reviec:v:12:y:2004:i:3:p:374-394
Journal Field
International
Author Count
2
Added to Database
2026-01-25