Identifying structural changes and associations in exchange rates with Markov switching models : the evidence from Central European currency markets
Alternative title: | Identyfikacja zmian strukturalnych i zależności pomiędzy kursami walut środkowoeuropejskich za pomocą modeli przełącznikowych typu Markowa |
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Year of publication: |
2020
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Authors: | Kołodziejczyk, Hanna |
Published in: |
Bank i kredyt. - Warszawa, ISSN 0137-5520, ZDB-ID 2374691-9. - Vol. 51.2020, 1, p. 69-90
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Subject: | structural changes | Markov switching model | exchange rate comovement | Wechselkurs | Exchange rate | Markov-Kette | Markov chain | Schätzung | Estimation | Strukturwandel | Structural change | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break |
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