This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Modelling and forecasting exchange rates with a Bayesian time-varying coefficient model Author info | Abstract | Publisher info | Download info | Related research | Statistics Canova, Fabio
Additional information is available for the following
registered author(s):
No abstract is available for
this item.
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
page . Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Article provided by Elsevier in its journal Journal of Economic Dynamics and Control .
Volume (Year): 17 (1993)
Issue (Month): 1-2 ()
Pages: 233-261
Download reference. The following formats are available: HTML
(with abstract ),
plain text
(with abstract ),
BibTeX ,
RIS (EndNote, RefMan, ProCite),
ReDIF
Handle: RePEc:eee:dyncon:v:17:y:1993:i:1-2:p:233-261Contact details of provider: Web page: http://www.elsevier.com/locate/jedc
For technical questions regarding this item, or to correct its listing, contact: (Heidi Boesdal).
Keywords: Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Canova, Fabio, 2002.
"G-7 Inflation Forecasts ,"
CEPR Discussion Papers
3283, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Fabio Canova, 2002.
"G-7 inflation forecasts ,"
Working Paper Series
151, European Central Bank.
[Downloadable!]
Fabio Canova & Matteo Ciccarelli, 2002.
"Estimating Multi-country VAR models ,"
Economics Working Papers
920, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2008.
[Downloadable!]
Other versions:
Matteo Ciccarelli & Fabio Canova, 2006.
"Estimating Multi-country VAR models ,"
Computing in Economics and Finance 2006
478, Society for Computational Economics.
Fabio Canova & Matteo Ciccarelli, 2006.
"Estimating multi-country VAR models ,"
Working Paper Series
603, European Central Bank.
[Downloadable!] Fabio Canova & Matteo Ciccarelli, 2007.
"Estimating Multi-country VAR models ,"
Discussion Papers
7_2007, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
[Downloadable!] Canova, Fabio & Ciccarelli, Matteo, 2003.
"Panel Index VAR Models: Specification, Estimation, Testing and Leading Indicators ,"
CEPR Discussion Papers
4033, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Christopher J. Neely & Lucio Sarno, 2002.
"How well do monetary fundamentals forecast exchange rates? ,"
Review ,
Federal Reserve Bank of St. Louis, issue Sep, pages 51-74.
[Downloadable!]
Other versions: Francis Vitek, 2005.
"The Exchange Rate Forecasting Puzzle ,"
International Finance
0509005, EconWPA.
[Downloadable!]
Carlo Altavilla & Matteo Ciccarelli, 2007.
"Information combination and forecast (st)ability. Evidence from vintages of time-series data ,"
Working Paper Series
846, European Central Bank.
[Downloadable!]
Matteo Ciccarelli & Alessandro Rebucci, 2003.
"Measuring Contagion with a Bayesian Time-Varying Coefficient Model ,"
IMF Working Papers
03/171, International Monetary Fund.
[Downloadable!]
Other versions: Pillai N., Vijayamohanan, 2008.
"In Quest of Truth: The War of Methods in Economics ,"
MPRA Paper
8866, University Library of Munich, Germany.
[Downloadable!]
Sarno, Lucio & Valente, Giorgio & Wohar, Mark E, 2003.
"Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes ,"
CEPR Discussion Papers
3983, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:
Sarno, Lucio & Wohar, Mark, 2003.
"Monetary Fundamentals and Exchange Rate Dynamics Under Different Nominal Regimes ,"
Computing in Economics and Finance 2003
310, Society for Computational Economics.
Lucio Sarno & Giorgio Valente & Mark E. Wohar, 2004.
"Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes ,"
Economic Inquiry ,
Oxford University Press, vol. 42(2), pages 179-193, April.
[Downloadable!] (restricted)
Access and
download statistics Did you know? Authors registered on the RePEc Author Service receive monthly emails with details about downloads and abstract views of their works.
This page was last updated on 2009-11-8.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .