Citation, Interval | Currencies | Confidence Interval |
Eichenbaum & Evans (1995), 1974:01-1990:05 [1] | 6 | ±1SD |
Grilli & Roubini (1996), 1974:12-1991:12 [3] | 6 | ±1SD |
Cushman & Zha (1997), 1974-1993 [4] | 1 | ±1SD |
Kim & Roubini (2000), 1974:07-1992:05 [5] | 6 | ±1SD |
Kalyvitis & Michaelides (2001), 1975:01-1996:12 [6] | 5 | 95% |
Faust & Rogers (2003), 1974:01-1997:12 [7] | 2 | 68% |
Kim (2003), 1974:01-1996:12 [8] | 1(TW) | 90% |
Jang & Ogaki (2004), 1974:01-1990:05 [9] | 1 | ±1SD |
Kim (2005), 1975:01-2002:02 [10] | 1 | 90% |
Scholl & Uhlig (2008), 1975:07-2002:07 [11] | 4 | ±1SD |
Bjørnland (2009), 1981:I-2004:IV [12] | 4 | ±1SD |
Landry (2009), 1974:I-2005:IV [13] | 1(PW) | 90% |
Bouakez & Normandin (2010), 1982:11-2004:10 [14] | 6 | 68% |
Heinlein & Krolzig (2012), 1972I-2009II [15] | 1 | 95% |
Barnet et al. (2016), 2000:01-2008:1 [16] | 1 | 68% |
Kim et al. (2017), 1981:1-2007:7 [17] | 14(AG) | 68% |
Kim & Lim (2018), Approx. 1992:10-2014:9 [18] | 4 | 68% |