What is Learned from a Currency Crisis, Fear of Floating or Hollow Middle? Identifying Exchange Rate Policy in Recent Crisis Countries
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- Soyoung Kim, 2013. "Vector autoregressive models for macroeconomic policy analysis," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 23, pages 555-572, Edward Elgar Publishing.
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More about this item
Keywords
De Facto Exchange Rate Regime; structural VAR; Fear of Floating; Hollow Middle; Currency Crisis;All these keywords.
JEL classification:
- F33 - International Economics - - International Finance - - - International Monetary Arrangements and Institutions
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- F31 - International Economics - - International Finance - - - Foreign Exchange
- 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
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2007-11-10 (Central Banking)
- NEP-MAC-2007-11-10 (Macroeconomics)
- NEP-SEA-2007-11-10 (South East Asia)
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