A Monetary Approach to Exchange Rate Dynamics in Low-Income Countries: Evidence from Kenya
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References listed on IDEAS
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More about this item
KeywordsExchange rate; volatility; regime changes; Kenyan Shilling;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- F31 - International Economics - - International Finance - - - Foreign Exchange
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-AFR-2007-11-10 (Africa)
- NEP-ALL-2007-11-10 (All new papers)
- NEP-CBA-2007-11-10 (Central Banking)
- NEP-IFN-2007-11-10 (International Finance)
- NEP-MAC-2007-11-10 (Macroeconomics)
- NEP-MON-2007-11-10 (Monetary Economics)
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