A Markov-Switching Approach to Measuring Exchange Market Pressure /

This paper characterizes exchange market pressure as a nonlinear Markov-switching phenomenon, and examines its dynamics in response to money growth and inflation over three regimes. The empirical results identify episodes of exchange market pressure in the Kyrgyz Republic and confirm the statistical...

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Dettagli Bibliografici
Autore principale: Kumah, Francis
Natura: Periodico
Lingua:English
Pubblicazione: Washington, D.C. : International Monetary Fund, 2007.
Serie:IMF Working Papers; Working Paper ; No. 2007/242
Accesso online:Full text available on IMF