Long Swings in Exchange Rates: Are They Really in the Data?

Franc Klaassen

No 1999-08, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: Markov regime-switching; testing; forecasting; exchange rates (search for similar items in EconPapers)
Date: 1999
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Citations: View citations in EconPapers (5)

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Journal Article: Long Swings in Exchange Rates: Are They Really in the Data? (2005)
Working Paper: Long Swings in Exchange Rates: Are They Really in the Data? (1999)
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