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

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

Josh R. Stillwagon2019

Article2019

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

Josh R. Stillwagon · Peter Sullivan

44 citations·0/0 files stored·Empirical Economics

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Monetary Policy and Economic Impact Global Financial Crisis and Policies Forecasting Techniques and Applications

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References

1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle 1994Comparing Predictive Accuracy 1995Comparing Predictive Accuracy 1983Empirical exchange rate models of the seventies 1999Handbook of macroeconomics 2014Expectations of Returns and Expected Returns 1990Long Swings in the Dollar: Are They in the Data and Do Markets Know It?1979On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials

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2020How Market Sentiment Drives Forecasts of Stock Returns

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Year2019

Typearticle

Published2019-01-30

VenueEmpirical Economics

ISSN-L0377-7332

Languageen

Citations44

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1007/s00181-019-01623-6

openalex_workW2595520085

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