State-dependent exchange rate pass-through behavior
Luiggi Donayre, Irina Panovska
| Year of publication: |
June 2016
|
|---|---|
| Authors: | Donayre, Luiggi ; Panovska, Irina |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 64.2016, p. 170-195
|
| Subject: | Exchange rate pass-through | Bayesian analysis | Asymmetry | Threshold processes | Vector autoregression | MCMC methods | Exchange Rate Pass-Through | VAR-Modell | VAR model | Theorie | Theory | Bayes-Statistik | Bayesian inference | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Schätzung | Estimation | Wechselkurs | Exchange rate | Kointegration | Cointegration |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2016.02.018 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011668387