A New Approach to Identifying Exchange Rate Regimes

Gerald Fugger

Applied Economics Quarterly (formerly: Konjunkturpolitik), 2018, vol. 64, issue 2, 137-157

Abstract: This publication identifies de facto exchange rate regimes. The study takes into account multiple specifications for the exchange rate regimes, both effective and non-effective. The regimes are classified by means of a three-dimensional clustering approach, that takes the exchange rate volatility, the volatility of exchange rate changes and the volatility of reserves into account. The regimes are classified as floating, dirty floating, crawling peg or fixed. The analysis comprises 90 countries and a span of 35 years.

Keywords: de facto exchange rate regimes; clustering techniques; effective exchange rates (search for similar items in EconPapers)
Date: 2018
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