Markov switching regimes in a monetary exchange rate model

Economic Modelling

Volumn 22, Issue 3, 2005, Pages 485-502

  Frömmel, Michael ^a   MacDonald, Ronald ^b   Menkhoff, Lukas ^a  

^a LEIBNIZ UNIVERSITY HANNOVER   (Germany)

^b UNIVERSITY OF STRATHCLYDE   (United Kingdom)

Author keywords

Markov switching model; Monetary model of the exchange rate; Real interest differential model (Frankel, 1979)

Indexed keywords

EID: 13644276500     PISSN: 02649993     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econmod.2004.07.001     Document Type: Article

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