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fxregime (version 1.0-4)

Exchange Rate Regime Analysis

Description

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

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Version

Install

install.packages('fxregime')

Monthly Downloads

332

Version

1.0-4

License

GPL-2 | GPL-3

Maintainer

Last Published

May 2nd, 2020

Functions in fxregime (1.0-4)

confint.fxregimes

Confidence Intervals for Breaks Between Exchange Rate Regimes
fxtools

Various Tools for Exchange Rate Regime Classification
fxregimes

Dating Breaks Between Exchange Rate Regimes
fxreturns

Compute Exchange Rate Returns
FXRatesCHF

Exchange Rates with CHF Unit Currency
fxmonitor

Monitor Exchange Rate Regressions
refit

Refitting Models
fxlm

Exchange Rate Regression