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

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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Year of publication:	2011
Authors:	Ahmad, A.H. ; Harvey, David I. ; Pentecost, Eric J.
Published in:	Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 113.2011, 1, p. 96-98
Publisher:	Elsevier
Keywords:	Persistence change tests Exchange regimes African economies

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009275168