Multilateral adjustment, regime switching and real exchange rate dynamics
Year of publication: |
2014
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Authors: | Bailliu, Jeannine N. ; Dib, Ali ; Kano, Takashi ; Schembri, Lawrence |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 27.2014, p. 68-87
|
Subject: | Bayesian methods | Exchange rates | Markov-switching model | Kaufkraftparität | Purchasing power parity | Markov-Kette | Markov chain | Theorie | Theory | Wechselkurs | Exchange rate | Schätzung | Estimation | Bayes-Statistik | Bayesian inference |
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