Threshold cointegration in international exchange rates : a Bayesian approach
Florian Huber, Thomas O. Zörner
| Year of publication: |
2019
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|---|---|
| Authors: | Huber, Florian ; Zörner, Thomas |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 35.2019, 2, p. 458-473
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| Subject: | Exchange rate modeling | Multivariate cointegration | Non-linear modeling | Shrinkage priors | Wechselkurs | Exchange rate | Kointegration | Cointegration | Bayes-Statistik | Bayesian inference | Schätztheorie | Estimation theory | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Kaufkraftparität | Purchasing power parity | Nichtlineare Regression | Nonlinear regression |
| Description of contents: | Description [doi.org] |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Erratum enthalten in: International journal of forecasting, Volume 37, issue 3 (July/September 2021), Seite 1331-1332 |
| Other identifiers: | 10.1016/j.ijforecast.2018.07.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012300684