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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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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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Do remittances cause Dutch Disease? : a meta-analytic review
Anwar, Amar Iqbal; Mang, Colin F. - In: Applied economics 54 (2022) 36, pp. 4131-4153
Persistent link: https://www.econbiz.de/10013410884
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Bayesian analysis of the unit root in real exchange rates : the NAFTA case
Cuervo Guzmán, Enrique - In: Monetaria 31 (2008) 1, pp. 93-144
Persistent link: https://www.econbiz.de/10003792539
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Understanding the behavior of the real exchange rate : Bayesian estimation of nonlinear models
Kaltenrieder, Gilles - 2010
Persistent link: https://www.econbiz.de/10008905712
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Bayesian analysis of a Markov switching temporal cointegration model
Sugita, Katsuhiro - In: Japan and the world economy : international journal of … 20 (2008) 2, pp. 257-274
Persistent link: https://www.econbiz.de/10003685790
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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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Bayesian forecasting of real exchange rates with a Dornbusch prior
Ca'Zorzi, Michele; Kocięcki, Andrzej; Rubaszek, Michał - In: Economic modelling 46 (2015), pp. 53-60
Persistent link: https://www.econbiz.de/10011436233
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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