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

被引：6

作者：

Ahmad, A. H. ^{[2
]}

Harvey, David I. ^{[3
]}

Pentecost, Eric J. ^{[1
]}

机构：

[1] Univ Loughborough, Div Econ, Sch Business & Econ, Loughborough LE11 3TU, Leics, England

[2] Univ Bath, Dept Econ, Bath BA2 7AY, Avon, England

[3] Univ Nottingham, Sch Econ, Nottingham NG7 2RD, England

来源：

ECONOMICS LETTERS | 2011年 / 113卷 / 01期

关键词：

Persistence change tests; Exchange regimes; African economies; PERSISTENCE;

D O I：

10.1016/j.econlet.2011.05.050

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

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. (C) 2011 Elsevier B.V. All rights reserved.

引用

页码：96 / 98

页数：3

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