Structural breaks in Taylor rule based exchange rate models : evidence from threshold time varying parameter models

Florian Huber

Year of publication:	March 2017
Authors:	Huber, Florian
Publisher:	Wien : Vienna University of Economics and Business
Subject:	Stochastic volatility \| mixture innovation models \| time-varying parameters \| Wechselkurs \| Exchange rate \| Taylor-Regel \| Taylor rule \| Stochastische Volatilität \| Strukturbruch \| Structural break \| Welt \| World \| 1983-1994

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