Showing 1 - 10 of 143
Persistent link: https://www.econbiz.de/10012305136
Persistent link: https://www.econbiz.de/10011860514
Persistent link: https://www.econbiz.de/10011800061
Persistent link: https://www.econbiz.de/10011402689
, the adjusted data offer a weaker evidence on the cointegration relationship between a) the sectoral output indexes, b …
Persistent link: https://www.econbiz.de/10011398919
Persistent link: https://www.econbiz.de/10003012970
This article presents a systematic and extensive empirical study on the presence of Markov switching dynamics in three dollar-based exchange rates. A Monte Carlo approach is adopted to circumvent the statistical inference problem inherent to the test of regime-switching behavior. Two data...
Persistent link: https://www.econbiz.de/10002521054
This article presents a systematic and extensive empirical study on the presence of Markov switching dynamics in three dollar-based exchange rates. A Monte Carlo approach is adopted to circumvent the statistical inference problem inherent to the test of regime-switching behavior. Two data...
Persistent link: https://www.econbiz.de/10002521681
, the adjusted data offer a weaker evidence on the cointegration relationship between a) the sectoral output indexes, b …
Persistent link: https://www.econbiz.de/10001597629
Persistent link: https://www.econbiz.de/10001724136