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Exchange Rate Regime Analysis for the Indian Rupee

By Achim Zeileis, Ajay Shah and Ila Patnaik

Abstract

We investigate the Indian exchange rate regime starting from 1993 when trading in the Indian rupee began up to the end of 2007. This reproduces the analysis from Zeileis, Shah, and Patnaik (2010) which includes a more detailed discussion. 1 Analysis Exchange rate regime analysis is based on a linear regression model for cross-currency returns. A large data set derived from exchange rates available online from the US Federal Reserve a

Year: 2010
OAI identifier: oai:CiteSeerX.psu:10.1.1.180.1716
Provided by: CiteSeerX
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