fxregime: Exchange Rate Regime Analysis

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

Version: 0.3-1
Depends: R (≥ 2.3.0), graphics, stats, zoo, sandwich, strucchange
Imports: graphics, stats, zoo, sandwich, strucchange, car
Suggests: lmtest, car
Published: 2009-11-18
Author: Achim Zeileis, Ajay Shah, Ila Patnaik
Maintainer: Achim Zeileis <Achim.Zeileis at R-project.org>
License: GPL-2
Citation: fxregime citation info
CRAN checks: fxregime results

Downloads:

Package source: fxregime_0.3-1.tar.gz
MacOS X binary: fxregime_0.3-1.tgz
Windows binary: fxregime_0.3-1.zip
Reference manual: fxregime.pdf
Vignettes: Exchange Rate Regime Analysis for the Chinese Yuan
Exchange Rate Regime Analysis for the Indian Rupee
News/ChangeLog:NEWS
Old sources: fxregime archive