Computing currency invariant indices with an application to minimum variance currency baskets

Author:

Hovanov Nikolai V.,Kolari James W.,Sokolov Mikhail V.

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference45 articles.

1. Philosophy and Political Economy;Bonar,1909

2. Income instability, terms of trade, and the choice of an exchange rate regime;Branson;Journal of Development Economics,1980

3. Dimensional Analysis;Bridgman,1932

4. Coats, W., 1989. In search of a monetary anchor: a ‘new’ monetary standard. IMF Working Paper No. 89/82, Washington, DC.

5. In Search of a Monetary Anchor: A New Monetary Standard;Coats,1994

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