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Markov switching regimes in a monetary exchange rate model

(2005) ECONOMIC MODELLING. 22(3). p.485-502
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MARKETS, FUNDAMENTALS, 1979), SAMPLE FORECASTING PERFORMANCE, FOREIGN-EXCHANGE, RATE DYNAMICS, real interest differential model (Frankel, Markov switching model, monetary model of the exchange rate, LESSONS

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Citation

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Chicago
Frömmel, Michael, Ronald MacDonald, and Lukas Menkhoff. 2005. “Markov Switching Regimes in a Monetary Exchange Rate Model.” Economic Modelling 22 (3): 485–502.
APA
Frömmel, M., MacDonald, R., & Menkhoff, L. (2005). Markov switching regimes in a monetary exchange rate model. ECONOMIC MODELLING, 22(3), 485–502.
Vancouver
1.
Frömmel M, MacDonald R, Menkhoff L. Markov switching regimes in a monetary exchange rate model. ECONOMIC MODELLING. 2005;22(3):485–502.
MLA
Frömmel, Michael, Ronald MacDonald, and Lukas Menkhoff. “Markov Switching Regimes in a Monetary Exchange Rate Model.” ECONOMIC MODELLING 22.3 (2005): 485–502. Print.
@article{381752,
  author       = {Fr{\"o}mmel, Michael and MacDonald, Ronald and Menkhoff, Lukas},
  issn         = {0264-9993},
  journal      = {ECONOMIC MODELLING},
  language     = {eng},
  number       = {3},
  pages        = {485--502},
  title        = {Markov switching regimes in a monetary exchange rate model},
  url          = {http://dx.doi.org/10.1016/j.econmod.2004.07.001},
  volume       = {22},
  year         = {2005},
}

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