Economic growth and currency crisis: A real exchange rate entropic approach

David Gómez () and Guillermo J. Ortega

MPRA Paper from University Library of Munich, Germany

Abstract: We propose a country classification of economic growth currency crisis consequences based on the entropic analysis of the real exchange rate. We show that this ranking is highly correlated with the annual minimum rate of growth, a proxy used to quantify real currency crisis effects.

Keywords: currency crises; entropy; growth effects of currency crises (search for similar items in EconPapers)
JEL-codes: C82 F31 F40 (search for similar items in EconPapers)
Date: 2005, Revised 2006
New Economics Papers: this item is included in nep-cba, nep-fdg, nep-fmk and nep-ifn
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:211

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