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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| Main Authors: | , , |
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| 格式: | text |
| 語言: | English |
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Institutional Knowledge at Singapore Management University
2007
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| 在線閱讀: | 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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| 機構: | Singapore Management University |
| 語言: | English |