A Bayesian analysis of the unit root in real exchange rates (Q758078)
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scientific article; zbMATH DE number 4195005
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Bayesian analysis of the unit root in real exchange rates |
scientific article; zbMATH DE number 4195005 |
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A Bayesian analysis of the unit root in real exchange rates (English)
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1991
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unit root hypothesis
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posterior odds analysis
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real exchange rates
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random walk hypothesis
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stationary AR(1) process
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time series
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0.89348006
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