Score-driven stochastic seasonality of the Russian rouble : an application case study for the period of 1999 to 2020
Astrid Ayala, Szabolcs Blazsek, Adrian Licht
| Year of publication: |
2022
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| Authors: | Ayala, Astrid ; Blazsek, Szabolcs ; Licht, Adrian |
| Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 62.2022, 5, p. 2179-2203
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| Subject: | Currency exchange rate regimes of the Bank of Russia | Current account of Russia | Dynamic conditional score | Generalized autoregressive score | Russian rouble | Score-driven local level, seasonality and volatility | Russland | Russia | Volatilität | Volatility | Saisonale Schwankungen | Seasonal variations | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-021-02103-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013197275