Work

Can the Markov switching model forecast exchange rates?

Year: 1994

Type: article

Source: Journal of International Economics

DOI: 10.1016/0022-1996(94)90062-0

Author: Charles Engel

Institutions: National Bureau of Economic Research, University of Washington

Language: English

Topic: Forecasting Techniques and Applications

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2005204582

FWCI: 12.41

Cites: 12

Cited by: 415

Related to: 10