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Common stocastic trends among Caribbean currencies: Evidence from Guyana, Jamaica, and Trinidad and Tobago

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Author Info
Aggarwal, Raj
Simmons, Walter

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Abstract

This study of stochastic trends in small open economies documents the nonnormal distribution, serial correlation, and nonstationarity of Caribbean exchange rates for the last two decades of the twentieth century. In addition, this study documents clear evidence of co-movement among Caribbean exchange rates for this period especially after the economic reforms of the early 1990s. These findings have important implications for policy makers, managers, investors, and scholars interested in the Caribbean region.

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File URL: http://www.sciencedirect.com/science/article/B6V7T-4MV0M9N-1/1/5edf53a83ba90e5951a8935bf7ebf264
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Publisher Info
Article provided by Elsevier in its journal Journal of Economics and Business.

Volume (Year): 60 (2008)
Issue (Month): 3 ()
Pages: 277-289
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Handle: RePEc:eee:jebusi:v:60:y:2008:i:3:p:277-289

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Web page: http://www.elsevier.com/locate/jeconbus

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