Pick Your Poison : The Exchange Rate Regime and Capital Account Volatility in Emerging Markets /

We characterize a country's exchange rate regime by how its central bank channels a capital account shock across three variables: exchange depreciation, interest rates, and international reserve flows. Structural vector autoregression estimates for Brazil, Mexico, and Turkey reveal such respons...

Descripció completa

Dades bibliogràfiques
Autor principal: Iwata, Shigeru
Altres autors: Tanner, Evan
Format: Revista
Idioma:English
Publicat: Washington, D.C. : International Monetary Fund, 2003.
Col·lecció:IMF Working Papers; Working Paper ; No. 2003/092
Accés en línia:Full text available on IMF