Ahmad, A. H., Pentecost, E. J. and Harvey, D. I., 2011. Exchange rate regime verification: An alternative method of testing for regime changes. Economics Letters, 113 (1), pp. 96-98.
This work proposes a change in persistence test for identifying de facto exchange rate regime changes. The results from 25 African countries show that this approach is able to identify some regime changes not captured by existing methods.
|Item Type ||Articles|
|Creators||Ahmad, A. H., Pentecost, E. J. and Harvey, D. I.|
|Departments||Faculty of Humanities & Social Sciences > Economics|
|Research Centres||Bath Economics Research|
|Publisher Statement||Ahmad_EconLett_2011_113_1_96.pdf: NOTICE: this is the author’s version of a work that was accepted for publication in Economics Letters. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Economics Letters, VOL 113, ISSUE 1, (2011), DOI 10.1016/j.econlet.2011.05.050|
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