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Modelling and forecasting exchange rates with a Bayesian time-varying coefficient model

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Author Info
Canova, Fabio

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Article provided by Elsevier in its journal Journal of Economic Dynamics and Control.

Volume (Year): 17 (1993)
Issue (Month): 1-2 ()
Pages: 233-261
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Handle: RePEc:eee:dyncon:v:17:y:1993:i:1-2:p:233-261

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  1. Canova, Fabio, 2002. "G-7 Inflation Forecasts," CEPR Discussion Papers 3283, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  2. Fabio Canova, 2002. "G-7 inflation forecasts," Working Paper Series 151, European Central Bank. [Downloadable!]
  3. 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:
  4. 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:
  5. 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:
  6. Francis Vitek, 2005. "The Exchange Rate Forecasting Puzzle," International Finance 0509005, EconWPA. [Downloadable!]
  7. 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!]
  8. 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:
  9. Pillai N., Vijayamohanan, 2008. "In Quest of Truth: The War of Methods in Economics," MPRA Paper 8866, University Library of Munich, Germany. [Downloadable!]
  10. 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:
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