Episodic nonlinear event detection in the Canadian exchange rate
成果类型：
Article
署名作者：
Hinich, Melvin J.; Serletis, Apostolos
署名单位：
University of Texas System; University of Texas Austin; University of Calgary
刊物名称：
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
ISSN/ISSBN：
0162-1459
DOI：
10.1198/016214506000001004
发表日期：
2007
页码：
68-74
关键词：
摘要：
This article uses daily observations for the Canadian dollar-U.S. dollar nominal exchange rate over the recent flexible exchange rate period and a new statistical technique, recently developed by Hinich, to detect major political and economic events that have affected the exchange rate.