Permanent and Transitory Components in Latin American Real Exchange Rates: A Gibbs-Sampling Approach

FieldValue
dc.contributor.authorMarquez, Indira Romero
dc.date.accessioned2013-08-27T19:52:55Z
dc.date.available2013-08-27T19:52:55Z
dc.date.created2002
dc.date.issued2002
dc.identifier.urihttp://hdl.handle.net/10393/25125
dc.description.abstractIn this paper, it is estimated an unobserved component model (UCM) for four Latin American real exchange rates. The Kalman filter is used to indentify a permanent and a transitory component. The estimation of the model is made using a Gibbs-sampling appro
dc.language.isoen
dc.titlePermanent and Transitory Components in Latin American Real Exchange Rates: A Gibbs-Sampling Approach
dc.contributor.supervisorRodriguez, Gabriel
CollectionÉconomie - Mémoires // Economics - Research Papers

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