A new approach to estimating equilibrium exchange rates for small open economies: The case of Canada
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Keywordsequilibrium exchange rate; unobserved components; Kalman lter; Bayesian analysis; Importance sampling;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-12-11 (All new papers)
- NEP-CBA-2009-12-11 (Central Banking)
- NEP-IFN-2009-12-11 (International Finance)
- NEP-OPM-2009-12-11 (Open Economy Macroeconomics)
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