Regime switching as a test for exchange rate bubbles

Journal of Applied Econometrics

Volumn 11, Issue 3, 1996, Pages 219-251

  Van Norden, Simon ^a  

^a BANK OF CANADA   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 21344473833     PISSN: 08837252     EISSN: None     Source Type: Journal    
DOI: 10.1002/(sici)1099-1255(199605)11:3<219::aid-jae394>3.3.co;2-j     Document Type: Article

References (15)

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14. White, H. (1987), 'Specification testing in dynamic models', in T. F. Bewley (ed.), Advances in Econometrics, Fifth World Congress, Volume II, Cambridge University Press, Cambridge
15. Woo, W. T. (1985), 'The monetary approach to exchange rates determination under Rational Expectations', Journal of International Economics, 18, 1-16.