fxregime1.0-4 package

Exchange Rate Regime Analysis

confint.fxregimes

Confidence Intervals for Breaks Between Exchange Rate Regimes

fxlm

Exchange Rate Regression

fxmonitor

Monitor Exchange Rate Regressions

fxregimes

Dating Breaks Between Exchange Rate Regimes

fxreturns

Compute Exchange Rate Returns

fxtools

Various Tools for Exchange Rate Regime Classification

refit

Refitting Models

Download source packageRead PDF manual

Exchange rate regression and structural change tools for estimating, testing, dating, and monitoring (de facto) exchange rate regimes.

  • Maintainer: Achim Zeileis
  • License: GPL-2 | GPL-3
  • Last published: 2020-05-02