Two Stage Markov Switching Model: Identifying the Indonesian Rupiah Per US Dollar Turning Points Post 1997 Financial Crisis
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More about this item
KeywordsExchange rates (Indonesian Rupiah per US Dollar); Nonlinearity; Markov switching model(MSAR);
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
- E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2018-06-25 (All new papers)
- NEP-ETS-2018-06-25 (Econometric Time Series)
- NEP-MAC-2018-06-25 (Macroeconomics)
- NEP-ORE-2018-06-25 (Operations Research)
- NEP-SEA-2018-06-25 (South East Asia)
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