Projects

A reliable de facto exchange-rate-regime classification: construction and application to evaluation of a link between exchange rate elasticity and output volatility

Funding:         National Science Centre, Poland

Grant No.        2015/17/B/HS4/02681

Team:              Marek A. Dąbrowski, Monika Papież, Sławomir Śmiech

  • Marek A. Dąbrowski. A novel approach to the estimation of an actively managed component of foreign exchange reserves. Economic Modelling, 95, 83-95, https://doi.org/10.1016/j.econmod.2020.12.019
  • Marek A. Dąbrowski, Monika Papież, Sławomir Śmiech, 2020. Classifying de facto exchange rate regimes of financially open and closed economies: A statistical approach. Journal of International Trade & Economic Development, 29 (7), 821-849, https://doi.org/10.1080/09638199.2020.1748692
  • Marek A. Dąbrowski, Monika Papież, Sławomir Śmiech, 2019. Monetary independence of Central and Eastern European economies with flexible exchange rate regimes. Eastern European Economics, 57 (4), 295-316, https://doi.org/10.1080/00128775.2019.1610897
  • Marek A. Dąbrowski, Monika Papież, Sławomir Śmiech, 2021. Output volatility and exchange rates: New evidence from the updated de facto exchange rate regime classifications. MPRA Paper No. 107133, https://mpra.ub.uni-muenchen.de/107133/