Threshold autoregressive model or Markov Switching model

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irfan alam
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Joined: Sat Oct 21, 2017 3:01 am

Threshold autoregressive model or Markov Switching model

Postby irfan alam » Sun Oct 29, 2017 12:48 am

Please guide me this,
what is main difference between threshold auto regressive model and Markov switching model?
what kind of model is best fit to estimate real effective exchange rate?
and why?

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