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Economic Modelling
Volumn 23, Issue 4, 2006, Pages 662-668
Why use Markov-switching models in exchange rate prediction?
Author keywords

Dirty float; Intervention; Markov switching model
Indexed keywords

EID: 33746237679     PISSN: 02649993     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econmod.2006.03.007     Document Type: Article
Times cited : (50)
References (11)
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    • Engel, C.1
  • 3
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    • Engel C., and Hamilton J.D. Long swings in the dollar: are they in the data and do markets know it?. American Economic Review 80 (1990) 689-713
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    • Engel, C.1    Hamilton, J.D.2
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    • Pitfalls in testing for explosive bubbles in asset prices
    • Evans G.W. Pitfalls in testing for explosive bubbles in asset prices. American Economic Review 81 (1991) 922-930
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    • Dynamic linear models with Markov-switching
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    • Kim, C.-J.1
  • 6
    • 0011137174 scopus 로고    scopus 로고
    • Forecasting exchange rates out of sample: random walk vs Markov Switching Regimes
    • Kirikos D.G. Forecasting exchange rates out of sample: random walk vs Markov Switching Regimes. Applied Economics Letters 7 (2000) 133-136
    • (2000) Applied Economics Letters , vol.7 , pp. 133-136
    • Kirikos, D.G.1
  • 7
    • 0036408425 scopus 로고    scopus 로고
    • Discrete policy interventions and rational forecast errors in foreign exchange markets: the uncovered interest parity hypothesis revisited
    • Kirikos D.G. Discrete policy interventions and rational forecast errors in foreign exchange markets: the uncovered interest parity hypothesis revisited. International Journal of Finance and Economics 7 (2002) 327-338
    • (2002) International Journal of Finance and Economics , vol.7 , pp. 327-338
    • Kirikos, D.G.1
  • 8
    • 33746200934 scopus 로고    scopus 로고
    • A reconsideration of uncovered interest rate parity under switching policy regimes
    • Kirikos D.G. A reconsideration of uncovered interest rate parity under switching policy regimes. Economia Internazionale 57 (2004) 125-144
    • (2004) Economia Internazionale , vol.57 , pp. 125-144
    • Kirikos, D.G.1
  • 9
    • 13444301209 scopus 로고    scopus 로고
    • Classifying exchange rate regimes: deeds vs. words
    • Levy-Yeyati E., and Federico S. Classifying exchange rate regimes: deeds vs. words. European Economic Review 49 (2004) 1603-1635
    • (2004) European Economic Review , vol.49 , pp. 1603-1635
    • Levy-Yeyati, E.1    Federico, S.2
  • 10
    • 2442522355 scopus 로고    scopus 로고
    • Monetary fundamentals and exchange rate dynamics under different nominal regimes
    • Sarno L., Valente G., and Wohar M.E. Monetary fundamentals and exchange rate dynamics under different nominal regimes. Economic Inquiry 42 (2005) 179-193
    • (2005) Economic Inquiry , vol.42 , pp. 179-193
    • Sarno, L.1    Valente, G.2    Wohar, M.E.3
  • 11
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    • Deflation and monetary policy in Taiwan
    • Monetary Policy under Very Low Inflation Rates. Ito T., and Krueger A.O. (Eds), The University of Chicago Press
    • Yang Y.-H., and Shea J.-D. Deflation and monetary policy in Taiwan. In: Ito T., and Krueger A.O. (Eds). Monetary Policy under Very Low Inflation Rates. NBER - East Asian Seminar on Economics vol. 15 (2005), The University of Chicago Press
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    • Yang, Y.-H.1    Shea, J.-D.2

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.