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Swiss Journal of Economics and Statistics

Table 1 Breakpoints estimated using the following parameters: minimal subperiod size of 20 months, maximum number of breakpoints: three

From: Regime-dependent drivers of the EUR/CHF exchange rate

 

1st Breakpoint

2nd Breakpoint

3rd Breakpoint

Estimated dates

09-2007 (28)

10-2007 (18)

12-2007 (30)

08-2011 (10)

10-2011 (43)

11-2012 (5)

01-2013 (15)

06-2013 (2)

08-2013 (1)

10-2014 (12)

12-2014 (41)

02-2015 (13)

04-2015 (10)

  1. Values in brackets indicate the number of models in which a certain date has been identified as a breakpoint
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