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Classifying exchange rate regimes in Italy
Exchange rate regimes and inflation performance in Italy
4 other sections not shown
adopted in Italy AOPEN asterisks indicate significance autocorrelation autocorrelation of residuals Banca d.Italia Bretton Wood system capita GDP cent levels respectively consistent standard errors crawling peg credibility currency depreciation detected in preliminary Deutsche Mark discount rate effect estimates European Monetary System exchange rate policy exchange rate regimes facto peg fear of pegging Figure fixed exchange rate flexible exchange rate floating exchange rate Following Levy-Yeyati Ghosh gold standard Growth model growth rate hard peg Hendry inflation performance inflation rate inflation regression interest rates ISTAT Levy-Yeyati and Sturzenegger lira lire monetary authorities monetary policy multinomial logit Newey-West numbers official discount rate one-step residuals output growth parity past inflation peg inconvertibility pegged exchange period analysed POPGR principal component analysis real per capita recursive coefficient regime dummies regime index regimes and inflation regimes identified Reinhart second half Second World Section September speculative attacks stabilise Sturzenegger 2001 Table three asterisks indicate Unit Root