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Economic growth and currency crisis: A real exchange rate entropic approach

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Author Info
Matesanz Gómez, David
Ortega, Guillermo J.

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Abstract

We propose a country classification of economic growth currency crisis consequences based on the entropic analysis of the real exchange rate. We show that this ranking is highly correlated with the annual minimum rate of growth, a proxy used to quantify real currency crisis effects.

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File URL: http://mpra.ub.uni-muenchen.de/211/
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Publisher Info
Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 211.

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Date of creation: 2005
Date of revision: 2006
Handle: RePEc:pra:mprapa:211

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Related research
Keywords: currency crises entropy growth effects of currency crises

Find related papers by JEL classification:
C82 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Macroeconomic Data
F40 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - General
F31 - International Economics - - International Finance - - - Foreign Exchange

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Graciela L. Kaminsky & Carmen M. Reinhart & Carlos A. Vegh, 2003. "The Unholy Trinity of Financial Contagion," Journal of Economic Perspectives, American Economic Association, vol. 17(4), pages 51-74, Fall. [Downloadable!] (restricted)
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  2. J. Pérez, 2005. "Empirical identification of currency crises: differences and similarities between indicators," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 1(1), pages 41-46, January. [Downloadable!] (restricted)
  3. Rigobon, Roberto, 2003. "On the measurement of the international propagation of shocks: is the transmission stable?," Journal of International Economics, Elsevier, vol. 61(2), pages 261-283, December. [Downloadable!] (restricted)
  4. Abdul Abiad, 2003. "Early Warning Systems: A Survey and a Regime-Switching Approach," IMF Working Papers 03/32, International Monetary Fund. [Downloadable!]
  5. Dimitris K. Christopoulos, 2004. "Currency devaluation and output growth: new evidence from panel data analysis," Applied Economics Letters, Taylor and Francis Journals, vol. 11(13), pages 809-813, October. [Downloadable!] (restricted)
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This page was last updated on 2008-11-17.

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