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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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Detalles Bibliográficos
Autores principales: Hauzenberger, Niko, Huber, Florian
Formato: Online Artículo Texto
Lenguaje:English
Publicado: John Wiley and Sons Inc. 2019
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7043380/
https://www.ncbi.nlm.nih.gov/pubmed/32139954
http://dx.doi.org/10.1002/for.2620

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