Bayesian Markov switching model for BRICS currencies' exchange rates
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More about this item
Keywords
time-varying parameters; BRICS; cointegration; exchange rate forecasting; Markov switching;All these keywords.
JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E47 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Forecasting and Simulation: Models and Applications
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CIS-2024-05-27 (Confederation of Independent States)
- NEP-CNA-2024-05-27 (China)
- NEP-TRA-2024-05-27 (Transition Economics)
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