Nonlinearities in exchange rate determination in a small open economy : some evidence for Canada
Year of publication: |
2013
|
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Authors: | Kempa, Bernd ; Riedel, Jana |
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. 24.2013, p. 268-278
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Subject: | Exchange rate models | Taylor rule | Bayesian econometrics | Markov switching | Kanada | Canada | Taylor-Regel | Wechselkurs | Exchange rate | Markov-Kette | Markov chain | Schätzung | Estimation | Kleine offene Volkswirtschaft | Small open economy | Kaufkraftparität | Purchasing power parity | Wechselkurstheorie | Exchange rate theory | Kointegration | Cointegration | Bayes-Statistik | Bayesian inference | Nichtlineare Regression | Nonlinear regression |
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