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A Bayesian analysis of the PPP puzzle using an unobserved components model
Kleijn, Richard; Dijk, Herman K. van - 2001
The failure to describe the time series behaviour of most realexchange rates as temporary deviations from fixedlong-term means may be due to time variation of the equilibriathemselves, see Engel (2000). We implement thisidea using an unobserved components model and decompose theobservations on...
Persistent link: https://www.econbiz.de/10011318578
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Natural exchange rate and its implications for the purchasing power parity puzzle
Yun, Tack - In: Emerging markets finance & trade : a journal of the … 53 (2017) 10/11/12, pp. 2397-2418
Persistent link: https://www.econbiz.de/10011826008
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In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models
Blasques, Francisco; Koopman, Siem Jan; Łasak, Katarzyna; … - In: International journal of forecasting 32 (2016) 3, pp. 875-887
Persistent link: https://www.econbiz.de/10011621857
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The "real" explanation of the PPP puzzle
Ford, Nicholas; Horioka, Charles - In: Applied economics letters 24 (2017) 4/6, pp. 325-328
Persistent link: https://www.econbiz.de/10011704598
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Sources of real exchange rate variability in Central and Eastern European countries : evidence from structural Bayesian MSH-VAR models
Da̜browski, Marek A.; Kwiatkowski, Łukasz; … - In: Central European journal of economic modelling and … 12 (2020) 4, pp. 369-412
Persistent link: https://www.econbiz.de/10012421146
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The role of investment-specific technology shocks in driving international business cycles : a Bayesian approach
Dey, Jaya - In: Macroeconomic dynamics 21 (2017) 3, pp. 555-598
Persistent link: https://www.econbiz.de/10011686381
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The empirical analysis of exchange rate regimes and nonlinear econometrics
Winschel, Viktor - 2005
Persistent link: https://www.econbiz.de/10003300833
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Non-wasteful government spending in an estimated open economy DSGE model : two fiscal policy puzzles revisited
Iwata, Yasuharu - 2012
Persistent link: https://www.econbiz.de/10009568796
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Catching-up and inflation in Europe : Balassa-Samuelson, Engel's law and other culprits
Égert, Balázs - In: Economic systems 35 (2011) 2, pp. 208-229
Persistent link: https://www.econbiz.de/10009267155
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Sources of asymmetric shocks: the exchange rate or other culprits?
Skorepa, Michal; Komárek, Luboš - In: Economic systems 39 (2015) 4, pp. 654-674
Persistent link: https://www.econbiz.de/10011532479