Modeling and Projection of the Mexican Exchange Rate (Peso/Dollar): a Bayesian Approach for Model Selection
This article studies the econometric modeling and the projection of growth rates of the nominal exchange rate (Peso/Dollar) from 1995 to 2018. Applying Bayesian simulation methods, the best data modeling fit between linear and non-linear econometric approaches is studied by introducing Markovian reg...
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| Pubblicato in: | Revista Mexicana de Economía y Finanzas. Nueva Época / Mexican Journal of Economics and Finance |
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| Autore principale: | |
| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
Instituto Mexicano de Ejecutivos de Finanzas A.C.
2019
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| Soggetti: | |
| Accesso online: | https://www.redalyc.org/articulo.oa?id=423759823006 https://www.redalyc.org/journal/4237/423759823006/ https://www.redalyc.org/journal/4237/423759823006/html/ https://www.redalyc.org/journal/4237/423759823006/423759823006.epub https://www.redalyc.org/journal/4237/423759823006/movil |
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