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Exchange rate regime verification: An alternative method of testing for regime changes


Reference:

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.

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    Official URL:

    http://dx.doi.org/10.1016/j.econlet.2011.05.050

    Abstract

    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.

    Details

    Item Type Articles
    CreatorsAhmad, A. H., Pentecost, E. J. and Harvey, D. I.
    DOI10.1016/j.econlet.2011.05.050
    DepartmentsFaculty of Humanities & Social Sciences > Economics
    Research CentresBath Economics Research
    Publisher StatementAhmad_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
    RefereedYes
    StatusPublished
    ID Code26091

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