A Bayesian Approach to Modelling Bivariate Time-Varying Cointegration and Cointegrating Rank
Year of publication: |
2014
|
---|---|
Authors: | Chua, Chew Lian |
Other Persons: | Tsiaplias, Sarantis (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Kointegration | Cointegration | Bayes-Statistik | Bayesian inference | Großbritannien | United Kingdom | Finanzmarkt | Financial market | Fisher-Effekt | Fisher effect | Theorie | Theory |
Extent: | 1 Online-Ressource (42 p) |
---|---|
Series: | Melbourne Institute Working Paper ; No. 27/14 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 1, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2540428 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
A Bayesian approach to modelling bivariate time-varying cointegration and cointegrating rank
Chua, Chew Lian, (2014)
-
Non-linear analysis of the Fisher effect : in the case of Japan
Sugita, Katsuhiro, (2017)
-
Dritsaki, Chaido, (2017)
- More ...
-
Predicting economic contractions and expansions with the aid of professional forecasts
Chua, Chew Lian, (2011)
-
Predicting Short-Term Interest Rates: Does Bayesian Model Averaging Provide Forecast Improvement?
Chua, Chew Lian, (2011)
-
Bank and Official Interest Rates: How Do They Interact over Time?
Lim, G. C., (2013)
- More ...