SHOULD THE SOUTH AFRICAN RESERVE BANK RESPOND TO EXCHANGE RATE FLUCTUATIONS? EVIDENCE FROM THE COSINE-SQUARED CEPSTRUM
Year of publication: |
2012-01
|
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Authors: | Gupta, Rangan |
Institutions: | Department of Economics, Faculty of Economic and Management Sciences |
Subject: | Cosine-Squared Cepstrum | Exchange Rate Regime | Inflation Targeting | Inflation Volatility | Output Volatility | Saphe Cracking |
Series: | |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 201201 11 pages |
Classification: | C65 - Miscellaneous Mathematical Tools ; E42 - Monetary Systems; Standards; Regimes; Government and the Monetary System ; E52 - Monetary Policy (Targets, Instruments, and Effects) ; E64 - Incomes Policy; Price Policy ; F31 - Foreign Exchange |
Source: |
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Gupta, Rangan, (2012)
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Gupta, Rangan, (2009)
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Foreign exchange interventions under inflation targeting: the Czech Experience
Holub, Tomáš, (2004)
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Gupta, Rangan, (2009)
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Chang, Tsangyao, (2013)
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Nasr, Adnen Ben, (2014)
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