Detecting scapegoat effects in the relationship between exchange rates and macroeconomic fundamentals : a new approach
Year of publication: |
2020
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Authors: | Pozzi, Lorenzo ; Sadaba, Barbara |
Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1469-8056, ZDB-ID 1501533-6. - Vol. 24.2020, 4, p. 951-994
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Subject: | Exchange Rate | Scapegoat Model | Unobserved Component | State Space | Bayesian | Wechselkurs | Exchange rate | Theorie | Theory | Zustandsraummodell | State space model | Wirkungsanalyse | Impact assessment | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Volatilität | Volatility |
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