Details about Ulf G. Erlandsson

Access statistics for papers by Ulf G. Erlandsson.

Last updated 2025-01-08. Update your information in the RePEc Author Service.

Short-id: per25

Working Papers

2005

1. Exchange Rates and Markov Switching Dynamics
   Working Papers, Hong Kong Institute for Monetary Research View citations (60)
   Also in CESifo Working Paper Series, CESifo (2004) View citations (5)
   See also Journal Article Exchange Rates and Markov Switching Dynamics, Journal of Business & Economic Statistics, American Statistical Association (2005) View citations (59) (2005)
2. Regime Switches in Swedish Interest Rates
   Working Papers, Lund University, Department of Economics View citations (1)
3. Transition Variables in the Markov-switching Model: Some Small Sample Properties
   Working Papers, Lund University, Department of Economics

2004

4. Reconnecting the Markov Switching Model with Economic Fundamentals
   Working Papers, Lund University, Department of Economics View citations (1)
5. Regime switching as an alternative early warning system of currency crises - an application to South-East Asia
   Working Papers, Lund University, Department of Economics View citations (12)

Journal Articles

2005

1. Exchange Rates and Markov Switching Dynamics
   Journal of Business & Economic Statistics, 2005, 23, 314-320 View citations (59)
   See also Working Paper Exchange Rates and Markov Switching Dynamics, Working Papers (2005) View citations (60) (2005)

Chapters

2024

1. Fixed-Income ESG Strategies
   Chapter 17 in SUSTAINABLE INVESTING Problems and Solutions, 2024, pp 451-472