# 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](https://doi.org/10.1016/j.csda.2009.12.005)


## Installation

The stable version of `fxregime` is available from
[CRAN](https://CRAN.R-project.org/package=fxregime):

``` r
install.packages("fxregime")
```

The latest development version can be installed from
[R-universe](https://zeileis.R-universe.dev/fxregime):

``` r
install.packages("fxregime", repos = "https://zeileis.R-universe.dev")
```


## License

The package is available under the
[General Public License version 3](https://www.gnu.org/licenses/gpl-3.0.html)
or [version 2](https://www.gnu.org/licenses/old-licenses/gpl-2.0.html)
