Can the Markov switching model forecast exchange rates?
- 1 February 1994
- journal article
- Published by Elsevier in Journal of International Economics
- Vol. 36 (1-2) , 151-165
- https://doi.org/10.1016/0022-1996(94)90062-0
Abstract
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This publication has 4 references indexed in Scilit:
- Analysis of time series subject to changes in regimeJournal of Econometrics, 1990
- Nonparametric exchange rate prediction?Journal of International Economics, 1990
- A New Approach to the Economic Analysis of Nonstationary Time Series and the Business CycleEconometrica, 1989
- Empirical exchange rate models of the seventiesJournal of International Economics, 1983