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...

Szczegółowa specyfikacja

Opis bibliograficzny
1. autor: Kumah, Francis
Format: Czasopismo
Język:English
Wydane: Washington, D.C. : International Monetary Fund, 2007.
Seria:IMF Working Papers; Working Paper ; No. 2007/242
Dostęp online:Full text available on IMF