Episodic Nonlinear Event Detection in the Canadian Exchange Rate

DOI10.1198/016214506000001004MaRDI QIDQ5307682zbMATH OpenOpenAlexFDO

Authors Melvin J. Hinich, Apostolos Serletis

Publication date 18 September 2007

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1198/016214506000001004

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Recommendations

• ABSENCE OF CHAOS AND 1/f SPECTRA, BUT EVIDENCE OF TAR NONLINEARITIES, IN THE CANADIAN EXCHANGE RATE
• On comparison of jump point detection for an exchange rate series
• scientific article; zbMATH DE number 1368823
• Episodic nonlinearity in leading global currencies
• A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts

This page was built for publication: Episodic Nonlinear Event Detection in the Canadian Exchange Rate

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5307682)