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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

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.