Bayesian forecasting of real exchange rates with a Dornbusch prior
Michele Ca' Zorzi, Andrzej Kocięcki, Michał Rubaszek
| Year of publication: |
April 2015
|
|---|---|
| Authors: | Ca'Zorzi, Michele ; Kocięcki, Andrzej ; Rubaszek, Michał |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 46.2015, p. 53-60
|
| Subject: | Exchange rate forecasting | Structural Bayesian VAR | Dornbusch model | Theorie | Theory | Prognoseverfahren | Forecasting model | Wechselkurs | Exchange rate | Bayes-Statistik | Bayesian inference | Kaufkraftparität | Purchasing power parity | VAR-Modell | VAR model | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2014.10.060 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011436233