Regime shifts and the Canada/US exchange rate in a multivariate framework
Joscha Beckmann; Robert Czudaj
| Year of publication: |
2014
|
|---|---|
| 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 | Schätzung | Estimation | Bayes-Statistik | Bayesian inference | USA | United States | VAR-Modell | VAR model | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010400293