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Model instability in predictive exchange rate regressions
In this paper we aim to improve existing empirical exchange rate models by accounting for uncertainty with respect to the underlying structural representation. Within a flexible Bayesian framework, our modeling approach assumes that different regimes are characterized by commonly used structural exc...
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| Publicado no: | J Forecast |
|---|---|
| Main Authors: | , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
John Wiley and Sons Inc.
2019
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7043380/ https://ncbi.nlm.nih.gov/pubmed/32139954 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1002/for.2620 |
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