Exchange rate predictability in a changing world
Year of publication: |
April 2016
|
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Authors: | Byrne, Joseph P. ; Korobilis, Dimitris ; Ribeiro, Pinho J. |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 62.2016, p. 1-24
|
Subject: | Exchange rate forecasting | Taylor rules | Time-varying parameters | Bayesian methods | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Taylor-Regel | Taylor rule | Welt | World | Theorie | Theory | Bayes-Statistik | Bayesian inference | Prognose | Forecast | Schätzung | Estimation |
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