Long-Run Determinants of Exchange Rate Regimes A Simple Sensitivity Analysis
By Grace Juhn, Paolo Mauro. Social Science Research Network, 2002
113 citations recorded by the source corpus.
Many studies have attempted to uncover empirical regularities in how countries choose their exchange rate regimes. We survey previous studies showing that, taken as a whole, the literature is inconclusive. Drawing on a large dataset with many potential explanatory variables and a variety of exchange rate regime classifications, we test old and new theories and confirm that no robust empirical regularities emerge.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/2dc3f91f8751f42180d3f6f229f788e8f7ea1b01
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- J. D. Giovanni
- Jay C. Shambaugh
- M. Obstfeld
- Georgios P. Georgiadis
- Livio Stracca
- Luca Dedola
- G. Rivolta
- Alan M. Taylor
In Finance
- J. D. Giovanni
- Jay C. Shambaugh
- M. Obstfeld
- Georgios P. Georgiadis
- Livio Stracca
- Luca Dedola
- G. Rivolta
- P. Hall
Citations in the corpus
- The Impact of Foreign Interest Rates on the Economy: The Role of the Exchange Rate Regime (2006, background): “This is the fact that as Juhn and Mauro (2002) note when discussing determinants of exchange rate regimes: “No result appears to be reasonably robust.””