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Please use this identifier to cite or link to this item: https://dspace.lboro.ac.uk/2134/14014

Title: Exchange rate regime verification: an alternative method of testing for regime changes
Authors: Ahmad, A.H.
Harvey, David I.
Pentecost, Eric J.
Keywords: Persistence change tests
Exchange regimes
African economies
Issue Date: 2011
Publisher: © Elsevier
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
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.
Description: 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
Version: Accepted for publication
DOI: 10.1016/j.econlet.2011.05.050
URI: https://dspace.lboro.ac.uk/2134/14014
Publisher Link: http://dx.doi.org/10.1016/j.econlet.2011.05.050
ISSN: 0165-1765
Appears in Collections:Published Articles (Economics)

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