Search Results for Markov-Switching

Sort By
Showing 1-6 of 7

This paper investigates whether Indonesia's recent currency crisis was due to domestic...

This paper characterizes exchange market pressure as a nonlinear Markov-switching phenomenon, and...

The paper estimates two time-varying parameter models of Chilean inflation: a Phillips curve...

This paper examines several key global market conditions, such as a proxy for market uncertainty...

This paper provides evidence that central bank interventions had a statistically significant...

Previous early-warning systems (EWSs) for currency crises have relied on models that require a...