Exchange rate regime verification: an alternative method of testing for regime changes
Ahmad Hassan Ahmad
David I. Harvey
Eric Pentecost
2134/14014
https://repository.lboro.ac.uk/articles/journal_contribution/Exchange_rate_regime_verification_an_alternative_method_of_testing_for_regime_changes/9494060
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.
2014-01-23 15:01:01
Persistence change tests
Exchange regimes
African economies
Economics
Economics not elsewhere classified