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Testing the Basic Target Zone Model on Swedish Data
Sveriges Riksbank.
Stockholm University, Faculty of Social Sciences, Institute for International Economic Studies.
1991 (English)Report (Other academic)
Abstract [en]

The Swedish exchange rate band is studied using daily data in exchange rates and interest rate differentials for the 1980's. Applying a number of different statistical and econometrics techniques it is found that the first generation of target zone models cannot provide an adequate explanation of Swedish data. The main reasons are probably intra-marginal interventions by Sveriges Riksbank (The Swedish Central Bank) and time varying devaluation expectations.

Place, publisher, year, edition, pages
Stockholm: IIES , 1991. , 41 p.
Seminar Paper / Institute for International Economic Studies, Stockholm University, ISSN 0347-8769 ; 488
National Category
URN: urn:nbn:se:su:diva-41794OAI: diva2:337766
Available from: 2010-08-09 Created: 2010-08-09 Last updated: 2010-08-09Bibliographically approved

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