BKKS_appendix.pdf
Creators:
Joscha Beckmann
;
Gary Koop
;
Dimitris Korobilis
;
Rainer Alexander Schüssler
From the dataset abstract
We consider how an investor in the foreign exchange market can exploit predictive information by means of flexible Bayesian inference. Using a variety of vector autoregressive models, the...
Source: Exchange rate predictability and dynamic Bayesian learning (replication data)
Metadata
| Field | Value |
|---|---|
| Format | application/pdf |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/97b5d8b0-2f59-403e-9511-b17837fc52d0/resource/e95f00d1-d00e-48c0-a6ca-d95e9499af74/download/bkks_appendix.pdf |
| Last updated | November 23, 2022 |
| Created | November 23, 2022 |
