Mexican peso-USD exchange rate : a switching linear dynamical model application
Year of publication: |
2020
|
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Authors: | Saldaña-Zepeda, Dayna P. ; Velasco-Cruz, Ciro ; Torres-Preciado, Víctor H. |
Published in: |
International economics : a journal published by CEPII (Center for research and expertise on the world economy). - [Amsterdam] : Elsevier, ISSN 1240-8093, ZDB-ID 1232628-8. - Vol. 162.2020, p. 80-91
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Subject: | Switching linear dynamical model | Hidden Markov models | Exchange rate volatility | Exchange rate regime | Wechselkurs | Exchange rate | Markov-Kette | Markov chain | Volatilität | Volatility | Wechselkurssystem | Dynamische Wirtschaftstheorie | Economic dynamics | Zeitreihenanalyse | Time series analysis |
Description of contents: | Description [sciencedirect.com] ; Description [doi.org] |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Erratum enthalten in: Volume 165, May 2021, Seite 279-281 Erratum enthalten in: Volume 176, December 2023, Seite 1-4 |
Other identifiers: | 10.1016/j.inteco.2020.01.001 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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