Structural breaks in Taylor rule based exchange rate models -- evidence from threshold time varying parameter models (Q1672749)
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scientific article; zbMATH DE number 6934684
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Structural breaks in Taylor rule based exchange rate models -- evidence from threshold time varying parameter models |
scientific article; zbMATH DE number 6934684 |
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Structural breaks in Taylor rule based exchange rate models -- evidence from threshold time varying parameter models (English)
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11 September 2018
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stochastic volatility
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mixture innovation models
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time-varying parameters
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forecast
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