Regime shifts and the Canada/US exchange rate in a multivariate framework
Year of publication: |
2014
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Authors: | Beckmann, Joscha ; Czudaj, Robert |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 123.2014, 2, p. 206-211
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Subject: | Bayesian econometrics | Cointegration | Exchange rates | Monetary approach | Markov-switching vector error correction model | Kointegration | Wechselkurs | Exchange rate | Markov-Kette | Markov chain | Schätztheorie | Estimation theory | Bayes-Statistik | Bayesian inference | Zeitreihenanalyse | Time series analysis | VAR-Modell | VAR model |
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