Forecasting Exchange Rates with a Large Bayesian VAR
Year of publication: |
2008
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Authors: | Carriero, A. ; Kapetanios, G. ; Marcellino, M. |
Institutions: | Department of Economics, European University Institute |
Subject: | Exchange Rates | Forecasting | Bayesian VAR |
Series: | |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series European University Institute Working Papers Number ECO2008/33 |
Classification: | C53 - Forecasting and Other Model Applications ; C11 - Bayesian Analysis ; F31 - Foreign Exchange |
Source: |
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