Work

Markov switching in exchange rate models: will more regimes help?

Year: 2019

Type: article

Source: Empirical Economics

DOI: 10.1007/s00181-019-01623-6

Authors: Josh Stillwagon, Peter Sullivan

Institutions: Institute for New Economic Thinking, Babson College, University of Puget Sound

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: Institute for New Economic Thinking

Award: G4827002900

OpenAlex ID: W2595520085

FWCI: 19.38

Cites: 51

Cited by: 44

Related to: 10