Forecasting China's foreign exchange reserves using dynamic model averaging : the roles of macroeconomic fundamentals, financial stress and economic uncertainty
Year of publication: |
2014
|
---|---|
Authors: | Gupta, Rangan ; Hammoudeh, Shawkat ; Kim, Won Joong ; Simo-Kengne, Beatrice D. |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 28.2014, p. 170-189
|
Subject: | Bayesian | State space models | Foreign reserve | Macroeconomic fundamentals | Forecasting | Währungsreserven | Foreign exchange reserves | Prognoseverfahren | Forecasting model | China | Bayes-Statistik | Bayesian inference | Zustandsraummodell | State space model | Wirtschaftsprognose | Economic forecast |
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