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Asymmetry in the EMS: New evidence based on non-linear forecasts

Published:2001-03 Issue:3 Volume:45 Page:451-473
ISSN:0014-2921
Container-title:European Economic Review
language:en
Short-container-title:European Economic Review

Author:

Bajo-Rubio Oscar,Sosvilla-Rivero Simón,Fernández-Rodrı́guez Fernando

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference42 articles.

1. Analysis of Observed Chaotic Data;Abarbanel,1996

2. Advertising and aggregate consumption: An analysis of causality;Ashley;Econometrica,1980

3. Bajo-Rubio, O., Montávez-Garcés, M.D., 1999. There was monetary autonomy in Europe on the eve of EMU? The German dominance hypothesis re-examined, Documento de Trabajo 9906, Departamento de Economı́a, Universidad Pública de Navarra.

4. Chaotic behaviour in exchange-rate series: First results for the peseta – US dollar case;Bajo-Rubio;Economics Letters,1992

5. Bajo-Rubio, O., Sosvilla-Rivero, S., Fernández-Rodrı́guez, F., 2000. Asymmetry in the EMS: New evidence based on non-linear forecasts. Documento de Trabajo 2000/01, Departamento de Economı́a, Universidad Pública de Navarra.

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