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  • Search: subject:"time-varying parameter (TVP) model"
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Year of publication
Subject
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BRICS 1 BRICS countries 1 BRICS-Staaten 1 Dynamic Convergence 1 Estimation 1 Exchange Rate Predictability 1 Exchange rate 1 Forecasting model 1 Kalman Filter 1 Panel Unit Root Test 1 Prognoseverfahren 1 Random Walk 1 Random walk 1 Schätzung 1 Stochastic Convergence 1 Taylor rule 1 Taylor-Regel 1 Time-varying Parameter (TVP) Model 1 Wechselkurs 1 random walk 1 time-varying parameter (TVP) model 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Gupta, Rangan 1 Kim, Won Joong 1 Mapa, Dennis S 1 Salisu, Afees A. 1 Sandoval, Monica Flerida B 1 Yap, David Joseph Emmanuel B 1
Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Journal of macroeconomics 1 MPRA Paper 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Exchange rate predictability with nine alternative models for BRICS countries
Salisu, Afees A.; Gupta, Rangan; Kim, Won Joong - In: Journal of macroeconomics 71 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013328218
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Cover Image
Investigating the Presence of Regional Economic Growth Convergence in the Philippines using Kalman Filter
Mapa, Dennis S; Sandoval, Monica Flerida B; Yap, David … - Volkswirtschaftliche Fakultät, … - 2009
reveals several convergence characteristics of individual regions over time. Dynamic convergence is determined by the time-varying … parameter (TVP) model derived using the Kalman Filter. The paper proceeds to examine the individual convergence behavior of each …
Persistent link: https://www.econbiz.de/10008636496
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