Can the Markov switching model forecast exchange rates?

Charles Engel

No 91-04, Research Working Paper from Federal Reserve Bank of Kansas City

Keywords: Foreign exchange rates; Forecasting (search for similar items in EconPapers)
Date: 1991
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Related works:
Journal Article: Can the Markov switching model forecast exchange rates? (1994)
Working Paper: Can the Markov Switching Model Forecast Exchange Rates? (1992)
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