Movements in korea using markov regime-switching models

HIGHLIGHTS

• who: Analyzing Oil Price Shocks and colleagues from the College of Science and Technology, Hongik University, Sejong-si, Korea have published the Article: Movements in Korea using Markov Regime-Switching Models, in the Journal: Energies 2019, 4581 of /2019/
• what: The aim of this study is to analyze how the movement of oil prices affects the movement of the Korean exchange rates in each regime in terms of regime shift behavior. Since they use monthly data for the analysis of exchange rates movements, and since monthly GDP figures are not available, industrial production is used . . .
  

   

  

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