Sources of real exchange rate variability in Central and Eastern European countries : evidence from structural Bayesian MSH-VAR models
Year of publication: |
2020
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Authors: | Da̜browski, Marek A. ; Kwiatkowski, Łukasz ; Wróblewska, Justyna |
Published in: |
Central European journal of economic modelling and econometrics. - [Erscheinungsort nicht ermittelbar] : Versita, ISSN 2080-119X, ZDB-ID 2529566-4. - Vol. 12.2020, 4, p. 369-412
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Subject: | open economy macroeconomics | real exchange rate | real and nominal shocks | Bayesian MS-VAR models | structural VAR models | Kaufkraftparität | Purchasing power parity | Schock | Shock | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Wechselkurs | Exchange rate | Osteuropa | Eastern Europe | Theorie | Theory | Schätzung | Estimation | Offene Volkswirtschaft | Open economy |
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