Forecasting Exchange Rates using Bayesian Threshold Vector
Autoregressions

Publikation: Wissenschaftliche Fachzeitschrift › Originalbeitrag in Fachzeitschrift › Begutachtung

Österreichische Systematik der Wissenschaftszweige (ÖFOS)

@article{54cb4c50ba894a06813772aa0f8315fb,

title = "Forecasting Exchange Rates using Bayesian Threshold Vector Autoregressions",

author = "Florian Huber",

year = "2014",

month = aug,

day = "1",

language = "English",

volume = "34",

pages = "1687 -- 1695",

journal = "Economics Bulletin",

issn = "1545-2921",

publisher = "Economics Bulletin",

number = "3",

}