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Estimation of De Facto Exchange Rate Regimes: Synthesis of the Techniques for Inferring Flexibility and Basket Weights

Citations

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Cited by:

  1. Cruz-Rodríguez, Alexis, 2016. "An empirical assessment of exchange arrangements and inflation performance," MPRA Paper 73005, University Library of Munich, Germany.
  2. D’Adamo, Gaetano & Rovelli, Riccardo, 2015. "The role of the exchange rate regime in the process of real and nominal convergence," Journal of Macroeconomics, Elsevier, vol. 43(C), pages 21-37.
  3. Klaassen, Franc & Jager, Henk, 2011. "Definition-consistent measurement of exchange market pressure," Journal of International Money and Finance, Elsevier, vol. 30(1), pages 74-95, February.
  4. Ethan Ilzetzki & Carmen M Reinhart & Kenneth S Rogoff, 2019. "Exchange Arrangements Entering the Twenty-First Century: Which Anchor will Hold?," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 134(2), pages 599-646.
  5. Shu, Chang & He, Dong & Cheng, Xiaoqiang, 2015. "One currency, two markets: the renminbi's growing influence in Asia-Pacific," China Economic Review, Elsevier, vol. 33(C), pages 163-178.
  6. Jun Nagayasu, 2013. "Co-movements in real effective exchange rates: evidence from the dynamic hierarchical factor model," Working Papers 1318, University of Strathclyde Business School, Department of Economics.
  7. Sidi Mohammed Chekouri & Abderrahim Chibi & Mohamed Benbouziane, 2022. "Identifying Algeria’s de facto exchange rate regime: a wavelet-based approach," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 11(1), pages 1-17, December.
  8. Sorgho, Zakaria, 2015. "RTAs' Proliferation and Trade-Diversion Effects: Evidence of the "Spaghetti Bowl" Phenomenon," Working Papers 206223, University of Laval, Center for Research on the Economics of the Environment, Agri-food, Transports and Energy (CREATE).
  9. Kristina Spantig, 2012. "International monetary policy spillovers in an asymmetric world monetary system - The United States and China," Global Financial Markets Working Paper Series 2012-33, Friedrich-Schiller-University Jena.
  10. Mr. Vladimir Klyuev & To-Nhu Dao, 2016. "Evolution of Exchange Rate Behavior in the ASEAN-5 Countries," IMF Working Papers 2016/165, International Monetary Fund.
  11. Alexis Cruz-Rodriguez, 2013. "Choosing and Assessing Exchange Rate Regimes: a Survey of the Literature," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 28(2), pages 37-61, October.
  12. Jeffrey Frankel, 2021. "Systematic Managed Floating," World Scientific Book Chapters, in: Steven J Davis & Edward S Robinson & Bernard Yeung (ed.), THE ASIAN MONETARY POLICY FORUM Insights for Central Banking, chapter 5, pages 160-221, World Scientific Publishing Co. Pte. Ltd..
  13. Jeffrey Frankel & Daniel Xie, 2010. "Estimation of De Facto Flexibility Parameter and Basket Weights in Evolving Exchange Rate Regimes," American Economic Review, American Economic Association, vol. 100(2), pages 568-572, May.
  14. Marcel Fratzscher & Arnaud Mehl, 2014. "China's Dominance Hypothesis and the Emergence of a Tri‐polar Global Currency System," Economic Journal, Royal Economic Society, vol. 124(581), pages 1343-1370, December.
  15. Arslan Razmi, 2009. "Bretton Woods II and the Emerging Economies: Lazarus, Phoenix, or Humpty Dumpty?," UMASS Amherst Economics Working Papers 2009-02, University of Massachusetts Amherst, Department of Economics.
  16. Zhang, Chen & Fang, Ying & Niu, Linlin, 2022. "Changing anchor of the renminbi: A Bayesian learning approach to the decade-long transition," Economic Modelling, Elsevier, vol. 116(C).
  17. Jeffrey A. Frankel, 2009. "New Estimation Of China'S Exchange Rate Regime," Pacific Economic Review, Wiley Blackwell, vol. 14(3), pages 346-360, August.
  18. Couharde, Cécile & Grekou, Carl & Mignon, Valérie, 2022. "On the economic desirability of the West African monetary union: Would one currency fit all?," Economic Modelling, Elsevier, vol. 113(C).
  19. Marc Pourroy, 2013. "Inflation-Targeting and Foreign Exchange Interventions in Emerging Economies," Post-Print halshs-00881359, HAL.
  20. Alexis CRUZ-RODRIGUEZ, 2016. "Exchange Arrangements and Currency Crises: What´s the matter with the exchange rate classification?," Journal of Economics and Political Economy, KSP Journals, vol. 3(2), pages 377-392, June.
  21. Timo Bettendorf & Reinhold Heinlein, 2023. "Connectedness between G10 currencies: Searching for the causal structure," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 3938-3959, October.
  22. Yamada, Hiroyuki, 2013. "Does the exchange rate regime make a difference in inflation performance in developing and emerging countries?: The role of inflation targeting," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 968-989.
  23. So Umezaki, 2019. "The Malaysian Economy after the Global Financial Crisis: International Capital Flows, Exchange Rates, and Policy Responses," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 15(1), pages 69-98, July.
  24. Raphael A. Auer, 2015. "Exchange Rate Pass‐Through, Domestic Competition, and Inflation: Evidence from the 2005–08 Revaluation of the Renminbi," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(8), pages 1617-1650, December.
  25. Feldkircher, Martin & Horvath, Roman & Rusnak, Marek, 2014. "Exchange market pressures during the financial crisis: A Bayesian model averaging evidence," Journal of International Money and Finance, Elsevier, vol. 40(C), pages 21-41.
  26. Michael Funke & Marc Gronwald, 2008. "The Undisclosed Renminbi Basket: Are the Markets Telling Us Something about Where the Renminbi–US Dollar Exchange Rate is Going?," The World Economy, Wiley Blackwell, vol. 31(12), pages 1581-1598, December.
  27. Carl Grekou & Cécile Couharde & Valérie Mignon, 2021. "On the desirability of the West African monetary union," EconomiX Working Papers 2021-11, University of Paris Nanterre, EconomiX.
  28. Coudert, Virginie & Couharde, Cécile & Grekou, Carl & Mignon, Valérie, 2020. "Heterogeneity within the euro area: New insights into an old story," Economic Modelling, Elsevier, vol. 90(C), pages 428-444.
  29. Nagayasu, Jun, 2015. "Global and country-specific factors in real effective exchange rates," MPRA Paper 64217, University Library of Munich, Germany.
  30. Takagi, Shinji & Pham, Thi Hoang Anh, 2011. "Responding to the global financial crisis: Vietnamese exchange rate policy, 2008–2009," Journal of Asian Economics, Elsevier, vol. 22(6), pages 507-517.
  31. Cruz-Rodríguez, Alexis, 2022. "Exchange arrangements and economic growth. What relationship is there?," MPRA Paper 113897, University Library of Munich, Germany.
  32. Zakaria Sorgho, 2016. "RTAs' Proliferation and Trade-diversion Effects: Evidence of the ‘Spaghetti Bowl’ Phenomenon," The World Economy, Wiley Blackwell, vol. 39(2), pages 285-300, February.
  33. Benjamin KEDDAD & SATO Kiyotaka, 2019. "Pegging or Floating? A Regime-Switching Perspective of Asian Exchange Rate Practices," Discussion papers 19073, Research Institute of Economy, Trade and Industry (RIETI).
  34. repec:zbw:bofitp:2013_011 is not listed on IDEAS
  35. An, Jiyoun & Park, Bokyeong, 2016. "External adjustment and trading partners’ exchange rate regimes," Japan and the World Economy, Elsevier, vol. 37, pages 47-54.
  36. Keddad, Benjamin & Sato, Kiyotaka, 2022. "The influence of the renminbi and its macroeconomic determinants: A new Chinese monetary order in Asia?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 79(C).
  37. Virginie Coudert & Cyriac Guillaumin & Hélène Raymond, 2014. "Looking at the other side of carry trades: Are there any safe haven currencies?," Working Papers hal-04141355, HAL.
  38. Slavi T. Slavov, 2013. "De Jure versus De Facto Exchange Rate Regimes in Sub-Saharan Africa," Journal of African Economies, Centre for the Study of African Economies, vol. 22(5), pages 732-756, November.
  39. Caporale, Guglielmo Maria & Gil-Alana, Luis A. & You, Kefei, 2018. "Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB," Research in International Business and Finance, Elsevier, vol. 44(C), pages 227-238.
  40. Fang, Ying & Huang, Shicheng & Niu, Linlin, 2012. "De facto currency baskets of China and East Asian economies: The rising weights," BOFIT Discussion Papers 2/2012, Bank of Finland Institute for Emerging Economies (BOFIT).
  41. Claire Giordano, 2021. "How frequent a BEER? Assessing the impact of data frequency on real exchange rate misalignment estimation," Scottish Journal of Political Economy, Scottish Economic Society, vol. 68(3), pages 365-404, July.
  42. Bilin Neyapti, 2010. "Macroeconomic Institutions and Development," Books, Edward Elgar Publishing, number 12960.
  43. Nagayasu, Jun, 2016. "Commonality and Heterogeneity in Real Effective Exchange Rates: Evidence from Advanced and Developing Countries," MPRA Paper 70078, University Library of Munich, Germany.
  44. Hwee Kwan Chow, 2014. "Is the Renminbi Asia's Dominant Reference Currency? A Reconsideration," China Economic Policy Review (CEPR), World Scientific Publishing Co. Pte. Ltd., vol. 3(01), pages 1-20.
  45. Franc Klaassen, 2011. "Identifying the Weights in Exchange Market Pressure," Tinbergen Institute Discussion Papers 11-030/2, Tinbergen Institute.
  46. Jeffrey Frankel, 2023. "Estimation of Nonlinear Exchange Rate Dynamics in Evolving Regimes," CID Working Papers 429, Center for International Development at Harvard University.
  47. Frankel, Jeffrey, 2010. "Monetary Policy in Emerging Markets," Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 25, pages 1439-1520, Elsevier.
  48. Barry Eichengreen & Domenico Lombardi, 2017. "RMBI or RMBR? Is the Renminbi Destined to Become a Global or Regional Currency?," Asian Economic Papers, MIT Press, vol. 16(1), pages 35-59, Winter/Sp.
  49. Bettendorf, Timo & Heinlein, Reinhold, 2019. "Connectedness between G10 currencies: Searching for the causal structure," Discussion Papers 06/2019, Deutsche Bundesbank.
  50. Takuji Kinkyo, 2012. "De facto exchange rate regimes in post-crisis Asia," Economics Bulletin, AccessEcon, vol. 32(3), pages 2155-2165.
  51. Jarko Fidrmuc, 2010. "Time-Varying Exchange Rate Basket in China from 2005 to 2009," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 52(4), pages 515-529, December.
  52. Jie Sun, 2010. "Retrospect of the Chinese Exchange Rate Regime after Reform: Stylized Facts during the Period from 2005 to 2010," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 18(6), pages 19-35, November.
  53. Zhang, Zhichao & Shi, Nan & Zhang, Xiaoli, 2011. "China’s new exchange rate regime, optimal basket currency and currency diversification," MPRA Paper 32642, University Library of Munich, Germany.
  54. Amirullah Hardi & Ken-ichi Kawai & Sangyeol Lee & Koichi Maekawa, 2015. "Change Point Analysis of Exchange Rates Using Bootstrapping Methods: An Application to the Indonesian Rupiah 2000–2008," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 22(4), pages 429-444, November.
  55. Pontines, Victor & Rajan, Ramkishen S., 2011. "Foreign exchange market intervention and reserve accumulation in emerging Asia: Is there evidence of fear of appreciation?," Economics Letters, Elsevier, vol. 111(3), pages 252-255, June.
  56. Marek A. Dąbrowski & Monika Papież & Sławomir Śmiech, 2020. "Classifying de facto exchange rate regimes of financially open and closed economies: A statistical approach," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 29(7), pages 821-849, October.
  57. Leroi RAPUTSOANE, 2016. "Real Effective Exchange Rates Comovements and the South African Currency," Journal of Economics Library, KSP Journals, vol. 3(1), pages 57-68, March.
  58. Amit Ghosh & Ramya Ghosh, 2012. "Capital controls, exchange rate regime and monetary policy independence in India," International Journal of Economic Policy in Emerging Economies, Inderscience Enterprises Ltd, vol. 5(3), pages 212-230.
  59. Gaetano, D'Adamo, 2009. "Measuring exchange rate flexibility in Europe," MPRA Paper 26612, University Library of Munich, Germany.
  60. Michael F. Bleaney & Mo Tian & Lin Yin, 2017. "De Facto Exchange Rate Regime Classifications: An Evaluation," Open Economies Review, Springer, vol. 28(2), pages 369-382, April.
  61. Caporale, Guglielmo Maria & Gil-Alana, Luis A. & You, Kefei, 2018. "Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB," Research in International Business and Finance, Elsevier, vol. 44(C), pages 227-238.
  62. Michael Bleaney & Mo Tian, 2021. "Reserve Volatility and the Identification of Exchange Rate Regimes," Open Economies Review, Springer, vol. 32(4), pages 701-723, September.
  63. Jarko Fidrmuc & Martin Siddiqui, 2015. "Exchange Rate Policy in China after the Financial Crisis: Evidence from Time-varying Exchange Rate Basket," Review of Development Economics, Wiley Blackwell, vol. 19(3), pages 608-623, August.
  64. repec:zbw:bofitp:2012_002 is not listed on IDEAS
  65. Fang, Ying & Huang, Shicheng & Niu, Linlin, 2012. "De facto currency baskets of China and East Asian economies : The rising weights," BOFIT Discussion Papers 2/2012, Bank of Finland, Institute for Economies in Transition.
  66. Emmanuel Erem, "undated". "Investigating De Facto And De Jure Exchange Rate Regimes," Review of Socio - Economic Perspectives 202049, Reviewsep.
  67. Fatma Marrakchi Charfi, 2013. "Capital Flows, Real Exchange Rates, and Capital Controls: What Is the Scope of Liberalization for Tunisia?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 60(4), pages 515-540, June.
  68. Arslan Razmi, 2013. "Bretton Woods II and the East Asian Emerging Economies: Lazarus, Phoenix, or Humpty Dumpty?," International Economic Journal, Taylor & Francis Journals, vol. 27(3), pages 321-345, September.
  69. Nagayasu, Jun, 2013. "Interdependence in Real Effective Exchange Rates: Evidence from the Dynamic Hierarchical Factor Model," MPRA Paper 45955, University Library of Munich, Germany.
  70. Sorgho, Zakaria, 2014. "RTAs’ Proliferation and Trade-diversion effects: Evidence of the “Spaghetti Bowl” Phenomenon," MPRA Paper 60503, University Library of Munich, Germany.
  71. Shih-Chang Yu & Wo-Chiang Lee, 2017. "An Analysis on the Correlation Between RMB Exchange Rate Fluctuation and East Asian Exchange Rate Fluctuations," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 7(11), pages 1045-1054, November.
  72. Thomas Willett & Eric M.P. Chiu & Sirathorn (B.J.) Dechsakulthorn & Ramya Ghosh & Bernard Kibesse & Kenneth Kim & Jeff (Yongbok) Kim & Alice Ouyang, 2011. "Classifying international aspects of currency regimes," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 3(4), pages 288-303, November.
  73. Zhang, Zhichao & Shi, Nan & Zhang, Xiaoli, 2011. "China s new exchange rate regime, optimal basket currency and currency diversification," BOFIT Discussion Papers 19/2011, Bank of Finland Institute for Emerging Economies (BOFIT).
  74. repec:zbw:bofitp:2011_019 is not listed on IDEAS
  75. Cruz-Rodríguez, Alexis, 2016. "Exchange Arrangements and Speculative Attacks: Is there a link?," MPRA Paper 72359, University Library of Munich, Germany.
  76. Thomas D. Willett & Jeff (Yongbok) Kim & Isriya Nitithanprapas Bunyasiri, 2012. "Measuring Exchange Rate Flexiblity: A Two-Parameter Exchange Market Pressure Approach," Global Journal of Economics (GJE), World Scientific Publishing Co. Pte. Ltd., vol. 1(01), pages 1-28.
  77. Mr. Camilo E Tovar Mora & Tania Mohd Nor, 2018. "Reserve Currency Blocs: A Changing International Monetary System?," IMF Working Papers 2018/020, International Monetary Fund.
  78. Zhang, Zhichao & Shi, Nan & Zhang, Xiaoli, 2011. "China’s new exchange rate regime, optimal basket currency and currency diversification," MPRA Paper 32642, University Library of Munich, Germany.
  79. Kristina Spantig, 2015. "International monetary policy spillovers—can the RMB and the euro challenge the hegemony of the US dollar?," Asia Europe Journal, Springer, vol. 13(4), pages 459-478, December.
  80. repec:zbw:bofrdp:2016_020 is not listed on IDEAS
  81. Mohamed Bouabidi, 2022. "The Tunisian exchange rate regime: Is it really floating?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 4684-4704, October.
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