Exchange Rate Regime Analysis

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

Exchange Rate Regime Analysis

Overview

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

Reference

Zeileis A, Shah A, Patnaik I (2010). "Testing, Monitoring, and Dating Structural Changes in Exchange Rate Regimes." Computational Statistics & Data Analysis, 54(6), 1696-1706. doi:10.1016/j.csda.2009.12.005

Installation

The stable version of fxregime is available from CRAN:

install.packages("fxregime")

The latest development version can be installed from R-universe:

install.packages("fxregime", repos = "https://zeileis.R-universe.dev")

License

The package is available under the General Public License version 3 or version 2