The Equilibrium Exchange Rate in a Bayesian State-Space Model: An Application to Australia
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KeywordsExchange-Rate Modeling; Equilibrium Exchange Rate; State-Space Model; Bayesian Estimation and Inference; Australian Dollar;
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
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