Structural breaks in Taylor rule based exchange rate models : evidence from threshold time varying parameter models
Florian Huber
| Year of publication: |
January 2017
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|---|---|
| Authors: | Huber, Florian |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 150.2017, p. 48-52
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| Subject: | Stochastic volatility | Mixture innovation models | Time-varying parameters | Wechselkurs | Exchange rate | Taylor-Regel | Taylor rule | Stochastische Volatilität | Strukturbruch | Structural break | Welt | World | 1983-1994 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2016.11.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011762629