95
Views
1
CrossRef citations to date
0
Altmetric
Original Articles

Identification of a basket peg: the model specification controversy

References

  • Benassy-Quere, A. 1999. “Exchange Rate Regimes and Policies: An Empirical Analysis.” In Exchange Rate Policies in Emerging Asian Countries, edited by S. Collington, J. Pisani-Ferry, and Y. C. Park. Rutledge: London.
  • Bleaney, M., and M. Tian. 2014. Classifying Exchange Rate Regimes by Regression Methods. Discussion papers in Economics, No. 14/02. Nottingham: University of Nottingham. https://www.nottingham.ac.uk/economics/documents/discussion-papers/14-02.pdf
  • Cui, Y. 2014. “Revisiting China’s Exchange Rate Regime and RMB Basket: A recent Empirical Study.” International Journal of Economics and Finance 6: 150–160. doi:10.5539/ijef.v6n2p150.
  • Eichengreen, B. 2006. “China’s Exchange Rate Regime: The Long and Short of it.” Revision of Paper for Columbia University’s Conference on Chinese Money and Finance, New York, February 2–3.
  • Fidrmuc, J. 2010. Time-Varying Exchange Rate Basket in China from 2005 to 2009. CESifo Working Papers, No 3147. Munich: Munich Society for the Promotion of Economic Research. SSRN: http://ssrn.com/abstract=1655631
  • Frankel, J. A. 1993. “Is Japan Creating a Yen Block in East Asia and the Pacific?” In Regionalism and Rivalry: Japan and the U.S. in Pacific Asia, edited by J. A. Frankel, and M. Kahler. Chicago: University of Chicago Press.
  • Frankel, J. A., and S.-J. Wei. 1995. “Emerging Currency Blocs.” In The International Monetary System: Its Institutions and its Future, edited by H. Genberg. Springer: Berlin.
  • Frankel, J. A., and S.-J. Wei. 2007. “Assessing China’s Exchange Rate Regime.” Economic Policy 22: 576–627. doi:10.1111/j.1468-0327.2007.00185.x.
  • Funke, M., and M. Gronwald. 2008. “The Undisclosed Renminbi Basket: Are the Markets Telling Us Something about Where the Renminbi-Us Dollar Exchange Rate Is Going?” World Economy 31: 1581–1598. doi:10.1111/twec.2008.31.issue-12.
  • International Monetary Fund. 2005. Review of the Method of valuation of the SDR. http://www.imf.org/external/np/pp/eng/2005/102805.pdf
  • Ohno, K. 1999. Exchange Rate Management in Developing Asia. Working Papers, No 1. Tokyo: Asian Development Bank Institute.
  • Pesaran, B., and M. H. Pesaran. 2009. Time Series Econometrics: Using Microfit 5.0. Oxford: Oxford University Press.
  • Sargan, J. D. 1964. “Econometric Analysis for National Economic Planning.” In Wages and Prices in the United Kingdom: A Study in Econometric Methodology, edited by P. Hart, and J. Whitaker. London: Butterworths.
  • Vuong, Q. H. 1989. “Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses.” Econometrica 57: 307–333. doi:10.2307/1912557.
  • Yamazaki, K. 2006. Inside the Currency Basket. Working Paper, December. Tokyo: Columbia University and Mitsubishi UFJ Trust and Banking Corp.
  • Yoshino, N., S. Kaji, and T. Asonuma. 2014. Dynamic Transition of the Exchange Rate Regime in the People’s Republic of China. ADBI Working Papers, No. 476. Tokyo: Asian Development Bank Institute.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.