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Exchange rate regime verification: an alternative method of testing for regime changes
journal contribution
posted on 2014-01-23, 15:01 authored by Ahmad Hassan AhmadAhmad Hassan Ahmad, David I. Harvey, Eric PentecostEric PentecostThis 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.
History
School
- Business and Economics
Department
- Economics
Citation
AHMAD, A.H., HARVEY, D.I. and PENTECOST, E.J., 2011. Exchange rate regime verification: an alternative method of testing for regime changes. Economics Letters, 113 (1), pp. 96 - 98Publisher
© ElsevierVersion
- AM (Accepted Manuscript)
Publication date
2011Notes
This article was published in the journal, Economics Letters [© Elsevier]. The definitive version is available at: http://dx.doi.org/10.1016/j.econlet.2011.05.050ISSN
0165-1765Publisher version
Language
- en