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

A. H. Ahmad; David I. Harvey; Eric J. Pentecost

doi:10.1016/j.econlet.2011.05.050

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

A. H. Ahmad, David I. Harvey, Eric J. Pentecost

Department of Economics

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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.

Original language	English
Pages (from-to)	96-98
Number of pages	3
Journal	Economics Letters
Volume	113
Issue number	1
DOIs	https://doi.org/10.1016/j.econlet.2011.05.050
Publication status	Published - Oct 2011

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10.1016/j.econlet.2011.05.050

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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title = "Exchange rate regime verification: An alternative method of testing for regime changes",

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.",

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

Abstract

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