Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Create a new EntitySchema
Merge two items
In other projects
Discussion
View source
View history
Purge
English
Log in

Modelling and forecasting exchange rates with a Bayesian time-varying coefficient model

From MaRDI portal
Publication:1195779
Jump to:navigation, search

DOI10.1016/S0165-1889(06)80011-4zbMath0775.90059MaRDI QIDQ1195779

Fabio Canova

Publication date: 13 January 1993

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)



Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic growth models (91B62)


Related Items

Fast computation of the deviance information criterion for latent variable models ⋮ Marginal Likelihood Estimation with the Cross-Entropy Method ⋮ Variational inference for varying-coefficient model ⋮ Structural breaks in Taylor rule based exchange rate models -- evidence from threshold time varying parameter models ⋮ Forecasting and turning point predictions in a Bayesian panel VAR model



Cites Work

  • Unnamed Item
  • Unnamed Item
  • Unnamed Item
  • Empirical modeling of exchange rate dynamics
  • Estimating the dimension of a model
  • ARMA MODELS WITH ARCH ERRORS
  • Conditional Heteroscedastic Time Series Models
  • Predicting a Multitude of Time Series
  • Tests of Linear Hypotheses and l"1 Estimation
  • A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
  • Forecasting and conditional projection using realistic prior distributions
  • Bayesian Inference in Econometric Models Using Monte Carlo Integration
Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:1195779&oldid=13257425"
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
MaRDI portal item
This page was last edited on 31 January 2024, at 06:47.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki