Markov switching regimes in a monetary exchange rate model
Year of publication: |
2005
|
---|---|
Authors: | Frömmel, Michael ; MacDonald, Ronald ; Menkhoff, Lukas |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 22.2005, 3, p. 485-502
|
Subject: | regime switching | Monetäre Wechselkurstheorie | Monetary approach to exchange rates | Zinsstruktur | Yield curve | Markov-Kette | Markov chain | Schätzung | Estimation | Theorie | Theory | Welt | World | 1973-2000 |
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