A Markov-Switching Approach to Measuring Exchange Market Pressure
Download full text from publisher
References listed on IDEAS
- Ilan Goldfajn & Poonam Gupta, 2003.
"Does Monetary Policy Stabilize the Exchange Rate Following a Currency Crisis?,"
IMF Staff Papers,
Palgrave Macmillan, vol. 50(1), pages 1-5.
- Ilan Goldfajn & Poonam Gupta, 1999. "Does monetary policy stabilize the exchange rate following a currency crisis?," Textos para discussão 396, Department of Economics PUC-Rio (Brazil).
- Ilan Goldfajn & Poonam Gupta, 1999. "Does Monetary Policy Stabilize the Exchange Rate Following a Currency Crisis?," IMF Working Papers 99/42, International Monetary Fund.
- Sebastian Edwards, 2002. "Does the Current Account Matter?," NBER Chapters, in: Preventing Currency Crises in Emerging Markets, pages 21-76, National Bureau of Economic Research, Inc.
- Branson, William H. & Henderson, Dale W., 1985. "The specification and influence of asset markets," Handbook of International Economics, in: R. W. Jones & P. B. Kenen (ed.), Handbook of International Economics, edition 1, volume 2, chapter 15, pages 749-805, Elsevier.
- Chen, Shiu-Sheng, 2006.
"Revisiting the interest rate-exchange rate nexus: a Markov-switching approach,"
Journal of Development Economics,
Elsevier, vol. 79(1), pages 208-224, February.
- Shiu-Sheng Chen, 2003. "Revisiting the Interest Rate-Exchange Rate Nexus: A Markov Switching Approach," International Finance 0303002, University Library of Munich, Germany, revised 05 Apr 2003.
- Cerra, Valerie & Saxena, Sweta Chaman, 2002. "Contagion, Monsoons, and Domestic Turmoil in Indonesia's Currency Crisis," Review of International Economics, Wiley Blackwell, vol. 10(1), pages 36-44, February.
- Barry Eichengreen & Andrew K. Rose & Charles Wyplosz, 1994.
"Speculative Attacks on Pegged Exchange Rates: An Empirical Exploration with Special Reference to the European Monetary System,"
NBER Working Papers
4898, National Bureau of Economic Research, Inc.
- Eichengreen, Barry & Rose, Andrew K & Wyplosz, Charles, 1994. "Speculative Attacks on Pegged Exchange Rates: An Empirical Exploration with Special Reference to the European Monetary System," CEPR Discussion Papers 1060, C.E.P.R. Discussion Papers.
- Barry Eichengreen & Andrew K. Rose & Charles Wyplosz, 1995. "Speculative attacks on pegged exchange rates: an empirical exploration with special reference to the European Monetary System," Working Papers in Applied Economic Theory 95-04, Federal Reserve Bank of San Francisco, revised 1995.
- Barry Eichengreen, Andrew K. Rose, and Charles Wyplosz., 1995. "Speculative Attacks on Pegged Exchange Rates: An Empirical Exploration with Special Reference to the European Monetary System," Center for International and Development Economics Research (CIDER) Working Papers C95-046, University of California at Berkeley.
- Eichengreen, Barry & Rose, Andrew K. & Wyplosz, Charles, 1995. "Speculative Attacks on Pegged Exchange Rates: An Empirical Exploration with Special Reference to the European Monetary System," Center for International and Development Economics Research (CIDER) Working Papers 233397, University of California-Berkeley, Department of Economics.
- Girton, Lance & Roper, Don, 1977. "A Monetary Model of Exchange Market Pressure Applied to the Postwar Canadian Experience," American Economic Review, American Economic Association, vol. 67(4), pages 537-548, September.
- Engel, Charles & Hamilton, James D, 1990. "Long Swings in the Dollar: Are They in the Data and Do Markets Know It?," American Economic Review, American Economic Association, vol. 80(4), pages 689-713, September.
- Hamilton, James D, 1989. "A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle," Econometrica, Econometric Society, vol. 57(2), pages 357-384, March.
- Krolzig, Hans-Martin & Marcellino, Massimiliano & Mizon, Grayham E., 2000. "A Markov-switching vector equilibrium correction model of the UK labour market," Discussion Paper Series In Economics And Econometrics 0105, Economics Division, School of Social Sciences, University of Southampton.
- Dornbusch, Rudiger, 1976. "Expectations and Exchange Rate Dynamics," Journal of Political Economy, University of Chicago Press, vol. 84(6), pages 1161-1176, December.
- Pentecost, Eric J. & Van Hooydonk, Charlotte & Van Poeck, Andre, 2001.
"Measuring and estimating exchange market pressure in the EU,"
Journal of International Money and Finance,
Elsevier, vol. 20(3), pages 401-418, June.
- PENTECOST, Eric J. & VAN HOOYDONK, Charlotte & VAN POECK, André, 1997. "Measuring and estimating exchange market pressure in the EU," SESO Working Papers 1997009, University of Antwerp, Faculty of Business and Economics.
- Evan C Tanner, 2002. "Exchange Market Pressure, Currency Crises, and Monetary Policy; Additional Evidence From Emerging Markets," IMF Working Papers 02/14, International Monetary Fund.
- Jason Furman & Joseph E. Stiglitz, 1998. "Economic Crises: Evidence and Insights from East Asia," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 29(2), pages 1-136.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Ibrahim L. Awad, 2019. "Revisiting the Exchange Rate Pass-Through to Domestic Inflation in Egypt: Why Is the Statistical Association Weak in the Short Run?," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 18(1), pages 59-78, June.
- Morales Vásquez, Daniel, 2011. "Presiones cambiarias en el Perú: Un enfoque no lineal," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 20, pages 57-71.
- KAMGNA, Severin Yves & Ndambendia, Houdou, 2008.
"Excès de liquidité systémique et effectivité de la politique monétaire : cas des pays de la CEMAC
[Excess liquidity and monetary policy effectiveness: The case of CEMAC countries]," MPRA Paper 9599, University Library of Munich, Germany.
More about this item
KeywordsExchange rate regimes; Economic models; Kyrgyz Republic; Monetary policy; Price stabilization; Exchange market pressure; Markov-switching models; exchange rate; exchange rate movements; inflation; foreign exchange; foreign exchange market;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CBA-2008-03-01 (Central Banking)
- NEP-IFN-2008-03-01 (International Finance)
- NEP-MAC-2008-03-01 (Macroeconomics)
- NEP-MON-2008-03-01 (Monetary Economics)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:imf:imfwpa:07/242. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Jim Beardow) or (Hassan Zaidi) The email address of this maintainer does not seem to be valid anymore. Please ask Hassan Zaidi to update the entry or send us the correct email address. General contact details of provider: http://edirc.repec.org/data/imfffus.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.