Testing for uncovered interest parity conditions in a small open economy : a state space modelling approach
Year of publication: |
[2021]
|
---|---|
Authors: | Bhatta, Guna Raj ; Nepal, Rabindra ; Harvie, Charles ; Jayanthakumaran, Kankesu |
Publisher: |
Canberra : Australian National University, Crawford School of Public Policy, Centre for Applied Macroeconomic Analysis |
Subject: | uncovered interest parity | State Space Model | Kalman filter | risk premium | Zinsparität | Interest rate parity | Zustandsraummodell | State space model | Risikoprämie | Risk premium | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Zinsstruktur | Yield curve |
Extent: | 1 Online-Ressource (circa 31 Seiten) Illustrationen |
---|---|
Series: | CAMA working paper series. - Canberra : [Verlag nicht ermittelbar], ZDB-ID 2468679-7. - Vol. 2021, 56 (July 2021) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Bhatta, Guna Raj, (2022)
-
Audrino, Francesco, (2016)
-
A Markov switching unobserved component analysis of the CDX index term premium
Calice, Giovanni, (2016)
- More ...
-
Impossible trinity in a small open economy : a state-space model informed policy simulation
Bhatta, Guna Raj, (2021)
-
Impossible trinity in a small open economy : A state-space model informed policy simulation
Bhatta, Guna Raj, (2021)
-
Bhatta, Guna Raj, (2021)
- More ...