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Classifying Exchange Rate Regimes: A Statistical Analysis of Alternative Methods

Author

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  • Michael Bleaney,
  • Manuela Francisco

Abstract

For developing countries, it is shown that different exchange rate classification schemes paint a very inconsistent picture. Disagreements between alternative schemes are as great as with the official scheme. Only the official scheme shows a trend towards floating.

Suggested Citation

  • Michael Bleaney, & Manuela Francisco, "undated". "Classifying Exchange Rate Regimes: A Statistical Analysis of Alternative Methods," Discussion Papers 07/05, University of Nottingham, CREDIT.
  • Handle: RePEc:not:notcre:07/05
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    File URL: http://www.nottingham.ac.uk/credit/documents/papers/07-05.pdf
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    References listed on IDEAS

    as
    1. Guillermo A. Calvo & Carmen M. Reinhart, 2002. "Fear of Floating," The Quarterly Journal of Economics, Oxford University Press, vol. 117(2), pages 379-408.
    2. Carmen M. Reinhart & Kenneth S. Rogoff, 2004. "The Modern History of Exchange Rate Arrangements: A Reinterpretation," The Quarterly Journal of Economics, Oxford University Press, vol. 119(1), pages 1-48.
    3. Hausmann, Ricardo & Panizza, Ugo & Stein, Ernesto, 2001. "Why do countries float the way they float?," Journal of Development Economics, Elsevier, vol. 66(2), pages 387-414, December.
    4. Michael Bleaney, & Manuela Francisco, "undated". "The Performance of Exchange Rate Regimes in Developing Countries - Does the Classifications Scheme Matter?," Discussion Papers 07/04, University of Nottingham, CREDIT.
    5. repec:rus:hseeco:181565 is not listed on IDEAS
    6. repec:hrv:faseco:34721963 is not listed on IDEAS
    Full references (including those not matched with items on IDEAS)

    Citations

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    Cited by:

    1. Michael Bleaney & Mo Tian, 2012. "Currency Networks, Bilateral Exchange Rate Volatility and the Role of the US Dollar," Open Economies Review, Springer, vol. 23(5), pages 785-803, November.
    2. 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.
    3. Michael Bleaney & Manuela Francisco, 2010. "What Makes Currencies Volatile? An Empirical Investigation," Open Economies Review, Springer, vol. 21(5), pages 731-750, November.
    4. Mahvash S Qureshi & Charalambos G Tsangarides, 2010. "The Empirics of Exchange Rate Regimes and Trade; Words vs. Deeds," IMF Working Papers 10/48, International Monetary Fund.

    More about this item

    Keywords

    Exchange rates; correlation; persistence;

    JEL classification:

    • F3 - International Economics - - International Finance
    • F0 - International Economics - - General

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