fxregime: Exchange Rate Regime Analysis

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

Author
Achim Zeileis [aut, cre], Ajay Shah [ctb], Ila Patnaik [ctb], Anmol Sethy [ctb]
Date of publication
2013-12-10 11:23:06
Maintainer
Achim Zeileis <Achim.Zeileis@R-project.org>
License
GPL-2
Version
1.0-3

View on CRAN

Man pages

confint.fxregimes
Confidence Intervals for Breaks Between Exchange Rate Regimes
fxlm
Exchange Rate Regression
fxmonitor
Monitor Exchange Rate Regressions
FXRatesCHF
Exchange Rates with CHF Unit Currency
fxregimes
Dating Breaks Between Exchange Rate Regimes
fxreturns
Compute Exchange Rate Returns
fxtools
Various Tools for Exchange Rate Regime Classification
refit
Refitting Models

Files in this package

fxregime
fxregime/inst
fxregime/inst/CITATION
fxregime/inst/doc
fxregime/inst/doc/INR.Rnw
fxregime/inst/doc/CNY.R
fxregime/inst/doc/INR.pdf
fxregime/inst/doc/INR.R
fxregime/inst/doc/CNY.Rnw
fxregime/inst/doc/CNY.pdf
fxregime/NAMESPACE
fxregime/NEWS
fxregime/data
fxregime/data/FXRatesCHF.rda
fxregime/data/datalist
fxregime/R
fxregime/R/fxmonitor.R
fxregime/R/fxregimes.R
fxregime/R/fxreturns.R
fxregime/R/gbreakpoints.R
fxregime/R/fxtools.R
fxregime/R/fxlm.R
fxregime/R/refit.R
fxregime/vignettes
fxregime/vignettes/INR.Rnw
fxregime/vignettes/CNY.Rnw
fxregime/MD5
fxregime/build
fxregime/build/vignette.rds
fxregime/DESCRIPTION
fxregime/man
fxregime/man/fxtools.Rd
fxregime/man/fxreturns.Rd
fxregime/man/refit.Rd
fxregime/man/confint.fxregimes.Rd
fxregime/man/FXRatesCHF.Rd
fxregime/man/fxregimes.Rd
fxregime/man/fxlm.Rd
fxregime/man/fxmonitor.Rd