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Regímenes cambiarios de facto y de iure. Una aplicación al tipo de cambio yen/dólar

  • Francisco Ledesma-Rodríguez
  • Manuel Navarro-Ibáñez
  • Jorge Pérez-Rodríguez
  • Simón Sosvilla-Rivero

Este trabajo trata de identificar regímenes de cambio implícitos mediante el uso de procedimientos estadísticos. En particular, empleamos tres técnicas alternativas propuestas recientemente en este área de investigación: el índice de flexibilidad del tipo de cambio de Poirson (2001), el algoritmo diseñado por Reinhart y Rogoff (2002) para detectar bandas de fluctuación, y el procedimiento secuencial de Coudert y Dubert (2003) para identificar regímenes cambiarios. Estas tres técnicas se aplican al tipo de cambio yen/dólar para el período 1971-2003

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Paper provided by FEDEA in its series Working Papers with number 2004-10.

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Handle: RePEc:fda:fdaddt:2004-10
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  1. Atish R. Ghosh & Anne-Marie Gulde & Jonathan D. Ostry & Holger C. Wolf, 1997. "Does the Nominal Exchange Rate Regime Matter?," NBER Working Papers 5874, National Bureau of Economic Research, Inc.
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  17. Francisco Ledesma-Rodríguez & Manuel Navarro-Ibáñez & Jorge Pérez-Rodríguez & Simón Sosvilla-Rivero, 2003. "On the Credibility of a Target Zone: Evidence from the EMS," Economic Working Papers at Centro de Estudios Andaluces E2003/33, Centro de Estudios Andaluces.
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  21. repec:rus:hseeco:181565 is not listed on IDEAS
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