Exchange rate regime verification

An alternative method of testing for regime changes

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

Research output: Contribution to journalArticle

4 Citations (Scopus)
92 Downloads (Pure)

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 languageEnglish
Pages (from-to)96-98
Number of pages3
JournalEconomics Letters
Volume113
Issue number1
DOIs
Publication statusPublished - Oct 2011

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Regime change
Exchange rate regimes
Testing
Persistence
African countries

Cite this

Exchange rate regime verification : An alternative method of testing for regime changes. / Ahmad, A. H.; Harvey, David I.; Pentecost, Eric J.

In: Economics Letters, Vol. 113, No. 1, 10.2011, p. 96-98.

Research output: Contribution to journalArticle

Ahmad, A. H. ; Harvey, David I. ; Pentecost, Eric J. / Exchange rate regime verification : An alternative method of testing for regime changes. In: Economics Letters. 2011 ; Vol. 113, No. 1. pp. 96-98.
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