A Bayesian analysis of the PPP puzzle using an unobserved components model
Year of publication: |
2001-11-13
|
---|---|
Authors: | Kleijn, R.H. ; Dijk, H.K. van |
Institutions: | Erasmus University Rotterdam, Econometric Institute |
Subject: | purchasing power parity puzzle | real exchange rate | time-varying mean | Gibbs sampling |
Extent: | application/pdf |
---|---|
Series: | Econometric Institute Report. - ISSN 1566-7294. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:dgr:eureir Number EI 2001-35 |
Source: |
-
A Bayesian analysis of the PPP puzzle using an unobserved components model
Kleijn, Richard, (2001)
-
A Bayesian Analysis of the PPP Puzzle using an Unobserved Components Model
Kleijn, Richard, (2001)
-
A Bayesian analysis of the PPP puzzle using an unobserved components model
van Dijk, Herman K., (2001)
- More ...
-
Bayes model averaging of cyclical decompositions in economic time series
Kleijn, R.H., (2003)
-
Kleibergen, F.R., (2000)
-
Cornelisse, P.A., (2006)
- More ...