Characterizing Exchange Rate Policy in East Asia: A Reconsideration

Characterizing Exchange Rate Policy in East Asia: A Reconsideration

Frankel and Wei (1994) developed and popularized a method for uncovering the implicit weights assigned to major international currencies constituting a currency basket. We extend the methodology in two dimensions: include regional competitive pressure and employ a vector autoregressive (VAR) model t...

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Bibliographic Details
Main Authors: CHOW, Hwee Kwan, KIM, Yoonbai, SUN, Wei
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2007
Subjects:
Nominal exchange rate management
Currency basket peg
Regional competitive pressure
Asian Studies
Economic Policy
Macroeconomics
Online Access:https://ink.library.smu.edu.sg/soe_research/1212
https://ink.library.smu.edu.sg/context/soe_research/article/2211/viewcontent/Characterizing_exchange_rate_policy_in_East_Asia_2007.pdf
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Institution: Singapore Management University
Language: English

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https://ink.library.smu.edu.sg/soe_research/1212
https://ink.library.smu.edu.sg/context/soe_research/article/2211/viewcontent/Characterizing_exchange_rate_policy_in_East_Asia_2007.pdf

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