مرکز منطقه ای اطلاع رساني علوم و فناوري - Markov switching regimes in a monetary exchange rate model

Title of article :

Markov switching regimes in a monetary exchange rate model

Author/Authors :

Michael Fr?mmel، نويسنده , , Ronald MacDonald، نويسنده , , Lukas Menkhoff، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2005

Pages :

From page :

485

To page :

502

Keywords :

Markov switching model , Monetary model of the exchange rate , Real interest differential model(Frankel , 1979)

Journal title :

Economic Modelling

Serial Year :

2005

Journal title :

Economic Modelling

Record number :

227680

Link To Document :