Why use Markov-switching models in exchange rate prediction?
Year of publication: |
2006
|
---|---|
Authors: | Lee, Hsiu-Yun ; Chen, Show-Lin |
Published in: |
Economic Modelling. - Elsevier, ISSN 0264-9993. - Vol. 23.2006, 4, p. 662-668
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
A Theory-Based, State-Dependent Phillips Curve and its Estimation
Lee, Hsiu-Yun, (2005)
-
Are current account deficits sustainable?: Evidence from panel cointegration
Wu, Jyh-Lin, (2001)
-
Sources of inflation uncertainty and real economic activity
Wu, Jyh-Lin, (2003)
- More ...