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Monday, February 15, 2010

Talk at R/Rmetrics Singapore Conference 2010 on measurement of the exchange rate regime

Anmol Sethy will do a talk on our work on testing, dating and monitoring exchange rate regimes at the R/Rmetrics Singapore Conference 2010, including some recent progress on parallel computation. For background, see this paper, which talks about the ideas, and the open source R package fxregime. This is now fairly mature work: many of the papers at the NIPFP DEA Program website have utilised the ideas and code. The 6th meeting of the NIPFP-DEA Research Program (9 and 10 March) is going to have interesting new work in this field.

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