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Markov switching regimes in a monetary exchange rate model

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Organization
Keywords
real interest differential model, exchange rates, Markov switching model, monetary economics

Citation

Please use this url to cite or link to this publication:

Chicago
Frömmel, Michael, Ronald MacDonald, and Lukas Menkhoff. 2009. “Markov Switching Regimes in a Monetary Exchange Rate Model.” In Exchange Rate Economics : Selected Essays, ed. Ronald MacDonald, 94–111. Cheltenham, UK: Edward Elgar.
APA
Frömmel, M., MacDonald, R., & Menkhoff, L. (2009). Markov switching regimes in a monetary exchange rate model. In R. MacDonald (Ed.), Exchange Rate Economics : selected essays (pp. 94–111). Cheltenham, UK: Edward Elgar.
Vancouver
1.
Frömmel M, MacDonald R, Menkhoff L. Markov switching regimes in a monetary exchange rate model. In: MacDonald R, editor. Exchange Rate Economics : selected essays. Cheltenham, UK: Edward Elgar; 2009. p. 94–111.
MLA
Frömmel, Michael, Ronald MacDonald, and Lukas Menkhoff. “Markov Switching Regimes in a Monetary Exchange Rate Model.” Exchange Rate Economics : Selected Essays. Ed. Ronald MacDonald. Cheltenham, UK: Edward Elgar, 2009. 94–111. Print.
@incollection{874393,
  author       = {Frömmel, Michael and MacDonald, Ronald  and Menkhoff, Lukas},
  booktitle    = {Exchange Rate Economics : selected essays},
  editor       = {MacDonald, Ronald},
  isbn         = {9781843761983},
  keywords     = {real interest differential model,exchange rates,Markov switching model,monetary economics},
  language     = {eng},
  pages        = {94--111},
  publisher    = {Edward Elgar},
  title        = {Markov switching regimes in a monetary exchange rate model},
  year         = {2009},
}