Investigating nonlinear purchasing power parity during the post-Bretton Woods era -- a Bayesian exponential smooth transition VECM approach
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Publication:3572035
DOI10.1016/S0731-9053(08)23014-8zbMATH Open1189.91160MaRDI QIDQ3572035FDOQ3572035
Publication date: 30 June 2010
Published in: Bayesian Econometrics (Search for Journal in Brave)
Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical analysis or methods applied to Markov chains (65C40) Economic time series analysis (91B84)
Cited In (1)
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