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

Maintainer: Achim Zeileis <Achim.Zeileis at R-project.org>

Author(s): Achim Zeileis*, Ajay Shah*, Ila Patnaik*, Anmol Sethy*

Install package and any missing dependencies by running this line in your R console:

install.packages("fxregime")

Depends R (>= 2.14.0), zoo, strucchange
Imports graphics, stats, car, sandwich
Suggests lmtest, foreach
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Package fxregime
Materials
URL
Task Views Econometrics
Version 1.0-3
Published 2013-12-10
License GPL-2
BugReports
SystemRequirements
NeedsCompilation no
Citation
CRAN checks fxregime check results
Package source fxregime_1.0-3.tar.gz