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

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journal contribution
posted on 23.01.2014, 15:01 by Ahmad Hassan AhmadAhmad Hassan Ahmad, David I. Harvey, Eric PentecostEric Pentecost
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.

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 - 98

Publisher

© Elsevier

Version

AM (Accepted Manuscript)

Publication date

2011

Notes

This article was published in the journal, Economics Letters [© Elsevier]. The definitive version is available at: http://dx.doi.org/10.1016/j.econlet.2011.05.050

ISSN

0165-1765

Language

en