Can the Markov switching model forecast exchange rates?

Charles Engel

Journal of International Economics, 1994, vol. 36, issue 1-2, 151-165

Date: 1994
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Working Paper: Can the Markov Switching Model Forecast Exchange Rates? (1992)
Working Paper: Can the Markov switching model forecast exchange rates? (1991)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:inecon:v:36:y:1994:i:1-2:p:151-165

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