Markov Switching in Exchange Rate Models: Will More Regimes Help?
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KeywordsExchange rates; Markov Switching; Monetary Models; Segmented Trends;
- F31 - International Economics - - International Finance - - - Foreign Exchange
- C24 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Truncated and Censored Models; Switching Regression Models; Threshold Regression Models
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2017-01-29 (All new papers)
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