A Bayesian vector error correction model for forecasting exchange rates. (Q1870845)

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A Bayesian vector error correction model for forecasting exchange rates.
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    A Bayesian vector error correction model for forecasting exchange rates. (English)
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    14 May 2003
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    Forecasting
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    Currency exchange
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    Asia Pacific emerging economy
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    Bayesian
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    vector autoregression
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    Error correction model
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