A Bayesian analysis of the unit root in real exchange rates
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Cites work
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Cited in
(34)- Bayesian unit root test for model with maintained trend
- Priors for unit root models
- Searching stationarity in the real exchange rates: Application of the SUR estimator
- Monte Carlo inference in econometric models with symmetric stable disturbances
- A Bayesian approach to the empirical valuation of bond options
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- A local unit root test in mean for financial time series
- Testing of unit root and other nonstationary hypotheses in macroeconomic time series
- Bayesian Unit Root Test for Time Series Models with Structural Breaks
- Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach
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- Testing for integration using evolving trend and seasonals models: A Bayesian approach.
- Bayesian significance testing and multiple comparisons from MCMC outputs
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- Dynamic variable selection with spike-and-slab process priors
- Bayesian unit root testing in unobserved-ARCH models
- Testing for unit roots in a Bayesian framework
- Bayesian reconciliation of return predictability
- A Bayesian analysis of unit roots and structural breaks in the level, trend, and error variance of autoregressive models of economic series
- A numerical Bayesian test for cointegration of AR processes
- BAYESIAN ANALYSIS OF A FRACTIONAL COINTEGRATION MODEL
- Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
- Management estimation in banking
- Devaluation expectations and the unit root hypothesis: The Italian Lira in the European monetary system
- An outlier robust unit root test with an application to the extended Nelson-Plosser data
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