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Original Articles

Charts as signals in Markov switching world

Pages 405-407 | Published online: 05 Oct 2010

References

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  • Dewachter , H. 1995 . Independent latent processes in a Markov switching model , University of Limburg . Unpublished manuscript
  • Engel , C. 1994 . Can Markov switching models forecast exchange rates . Journal of International Economics , 36 : 151 – 165 .
  • Engel , C. and Hamilton , J. D. 1990 . Long swings in the dollar: are they in the data and do markets know it? . American Economic Review , : 689 – 713 .
  • Hamilton , J. D. 1989 . A new approach to the economic analysis of non–stationary time series and the business cycle . Econometrica , 57 : 357 – 384 .
  • Schulmeister , S. 1987 . An essay on exchange rate dynamics , Austrian Institute of Economic Research . Mimeo

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