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dc.contributor.authorBleaney, Michaelpor
dc.contributor.authorFrancisco, Maria Manuela Rosáriopor
dc.description.abstractReal effective exchange rate volatility is examined for 90 countries using monthly data for the period January 1990 to June 2006. Volatility increases with country size and the inflation rate, and is greater in developing countries. Volatility is particularly high in sub-Saharan Africa after controlling for these factors. Exchange rate regime effects, as identified by the IMF’s current de facto methodology, are significant. Free floats have higher volatility than other regimes, and crawling pegs/bands appear to be a form of real exchange rate targeting. The results are robust to alternative volatility measures.por
dc.description.sponsorshipCOMPETE, QREN, Fundação para a Ciência e Tecnologia (FCT)por
dc.publisherUniversidade do Minho. Núcleo de Investigação em Políticas Económicas (NIPE)por
dc.subjectExchange rate regimespor
dc.titleReal exchange rate volatility: is Sub-Saharan Africa different?por
sdum.journalNIPE Working Paperpor
Appears in Collections:NIPE - Documentos de Trabalho

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