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%