A Markov-Switching Approach to Measuring Exchange Market Pressure
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- 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.
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[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-ALL-2008-03-01 (All new papers)
- 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)
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