Forecasting exchange rates with a large Bayesian VAR
Year of publication: |
2008
|
---|---|
Authors: | Carriero, Andrea ; Kapetanios, George ; Marcellino, Massimiliano |
Publisher: |
London : Centre for Economic Policy Research |
Subject: | Wechselkurs | Exchange rate | Prognose | Forecast | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Zeitreihenanalyse | Time series analysis | USA | United States | Welt | World | 1995-2008 |
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