Bayesian Markov switching model for BRICS currencies' exchange rates
Utkarsh Kumar, Wasim Ahmad, Gazi Salah Uddin
| Year of publication: |
2024
|
|---|---|
| Authors: | Kumar, Utkarsh ; Ahmad, Wasim ; Uddin, Mohammed Gazi Salah |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 43.2024, 6, p. 2322-2340
|
| Subject: | BRICS | cointegration | Markov switching | exchange rate forecasting | time-varying parameters | Wechselkurs | Exchange rate | Markov-Kette | Markov chain | BRICS-Staaten | BRICS countries | Prognoseverfahren | Forecasting model | Kointegration | Cointegration | Theorie | Theory | Schätzung | Estimation | Bayes-Statistik | Bayesian inference | Zeitreihenanalyse | Time series analysis |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.3128 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015110450