Sciweavers

CSDA
2010
175views more  CSDA 2010»
14 years 20 days ago
Testing, monitoring, and dating structural changes in exchange rate regimes
Linear regression models for de facto exchange rate regime classification are complemented by inferential techniques for evaluating the stability of the regimes. To simultaneously...
Achim Zeileis, Ajay Shah, Ila Patnaik