Department of Economics and Business Economics

Timo Teräsvirta

A time series model for an exchange rate in a target zone with applications

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Standard

A time series model for an exchange rate in a target zone with applications. / Lundbergh, Stefan; Teräsvirta, Timo.

In: Journal of Econometrics, Vol. 131, 2006, p. 579-609.

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Harvard

Lundbergh, S & Teräsvirta, T 2006, 'A time series model for an exchange rate in a target zone with applications' Journal of Econometrics, vol. 131, pp. 579-609.

APA

Lundbergh, S., & Teräsvirta, T. (2006). A time series model for an exchange rate in a target zone with applications. Journal of Econometrics, 131, 579-609.

CBE

MLA

Vancouver

Author

Lundbergh, Stefan ; Teräsvirta, Timo. / A time series model for an exchange rate in a target zone with applications. In: Journal of Econometrics. 2006 ; Vol. 131. pp. 579-609

Bibtex

@article{ec009700c00611dbbee902004c4f4f50,
title = "A time series model for an exchange rate in a target zone with applications",
author = "Stefan Lundbergh and Timo Ter{\"a}svirta",
year = "2006",
language = "English",
volume = "131",
pages = "579--609",
journal = "Journal of Econometrics",
issn = "0304-4076",
publisher = "Elsevier BV",

}

RIS

TY - JOUR

T1 - A time series model for an exchange rate in a target zone with applications

AU - Lundbergh,Stefan

AU - Teräsvirta,Timo

PY - 2006

Y1 - 2006

M3 - Journal article

VL - 131

SP - 579

EP - 609

JO - Journal of Econometrics

T2 - Journal of Econometrics

JF - Journal of Econometrics

SN - 0304-4076

ER -