Bayesian analysis of nonlinear exchange rate dynamics and the purchasing power parity persistence puzzle
Ming Chien Lo, James Morley
| Year of publication: |
March 2015
|
|---|---|
| Authors: | Lo, Ming Chien ; Morley, James C. |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 51.2015, p. 264-284
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| Subject: | Bayesian analysis | Real exchange rate dynamics | Purchasing power parity | Nonlinear threshold models | Bayesian model averaging | Half lives | Kaufkraftparität | Bayes-Statistik | Bayesian inference | Schätzung | Estimation | Nichtlineare Regression | Nonlinear regression | Wechselkurs | Exchange rate | Theorie | Theory | Welt | World | Einheitswurzeltest | Unit root test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2014.12.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011475263