Exchange rates and Markov switching dynamics
Yin-Wong Cheung; Ulf G. Erlandsson
| Year of publication: |
2005
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|---|---|
| Authors: | Cheung, Yin-Wong ; Erlandsson, Ulf G. |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 23.2005, 3, p. 314-320
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| Subject: | regime switching | Wechselkurs | Exchange rate | Overshooting | Kointegration | Cointegration | Schätzung | Estimation | Preisniveau | Price level | Markov-Kette | Markov chain | Großbritannien | United Kingdom | Frankreich | France | Italien | Italy | Deutschland | Germany |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003012970