To cite fxregime in publications use

Achim Zeileis, Ajay Shah, Ila Patnaik (2009). fxregime: Exchange Rate Regime Analysis. R package version 0.3-1. URL http://CRAN.R-project.org/package=fxregime

For the underlying methods, please cite:

Achim Zeileis, Ajay Shah, Ila Patnaik (2008). Testing, Monitoring, and Dating Structural Changes in Maximum Likelihood Models. Report 70. Department of Statistics and Mathematics, Wirtschaftsuniversitaet Wien, Research Report Series.

Corresponding BibTeX entries:

  @Manual{,
    title = {fxregime: Exchange Rate Regime Analysis},
    author = {Achim Zeileis and Ajay Shah and Ila Patnaik},
    year = {2009},
    note = {R package version 0.3-1},
    url = {http://CRAN.R-project.org/package=fxregime},
  }

  @TechReport{,
    title = {Testing, Monitoring, and Dating Structural Changes in
      Maximum Likelihood Models},
    author = {Achim Zeileis and Ajay Shah and Ila Patnaik},
    institution = {Department of Statistics and Mathematics, WU
      Wirtschaftsuniversit\"at Wien, Research Report Series},
    year = {2008},
    type = {Report},
    number = {70},
    month = {August},
    url = {http://epub.wu.ac.at/},
  }