Forecasting China's foreign exchange reserves using dynamic model averaging : the roles of macroeconomic fundamentals, financial stress and economic uncertainty
Rangan Gupta; Shawkat Hammoudeh; Won Joong Kim; Beatrice D. Simo-Kengne
| Year of publication: |
2014
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|---|---|
| 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
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| Subject: | Bayesian | State space models | Foreign reserve | Macroeconomic fundamentals | Forecasting | Währungsreserven | Foreign exchange reserves | Prognoseverfahren | Forecasting model | China | Wechselkurs | Exchange rate | Zustandsraummodell | State space model | Bayes-Statistik | Bayesian inference | Welt | World |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010461966