Regímenes cambiarios de "facto" y "de iure"una aplicación al tipo de cambio yen/dólar

  1. Navarro Ibáñez, Manuel
  2. Sosvilla Rivero, Simón
  3. Ledesma Rodríguez, Francisco J.
  4. Pérez Rodríguez, Jorge V.
Revista:
Moneda y crédito

ISSN: 0026-959X

Año de publicación: 2005

Número: 221

Páginas: 37-68

Tipo: Artículo

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Otras publicaciones en: Moneda y crédito

Resumen

This paper attempts to identify implicit exchange rate regimes using several statistical procedures. We use three alternative techniques pro posed by the most recent literature: Poirson 's (2001) index of exchange rate flexibility, the algorithm designed by Reinhart and Rogoff (2004) to detect fluctuation bands, and the sequential procedure of Goudert and Dubert (2004) to identify exchange rate regimes.The three approximations were applied to the Yen/Dollar exchange rate for the period from 1971 to 2003. A striking result is that the de facto

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