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

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

Abstract

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

Suggested Citation

  • Francisco Ledesma-Rodríguez & Manuel Navarro-Ibáñez & Jorge Pérez-Rodríguez & Simón Sosvilla-Rivero, "undated". "Regímenes cambiarios de facto y de iure. Una aplicación al tipo de cambio yen/dólar," Working Papers 2004-10, FEDEA.
    • Handle: RePEc:fda:fdaddt:2004-10
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    1. Simon Sosvilla-Rivero & Pedro Rodriguez, 2010. "Linkages in international stock markets: evidence from a classification procedure," Applied Economics, Taylor & Francis Journals, vol. 42(16), pages 2081-2089.

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