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

dc.contributor.author	Marquez, Indira Romero
dc.contributor.supervisor	Rodriguez, Gabriel
dc.date.accessioned	2013-08-27T19:52:55Z
dc.date.available	2013-08-27T19:52:55Z
dc.date.created	2002
dc.date.issued	2002
dc.description.abstract	In 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.identifier.uri	http://hdl.handle.net/10393/25125
dc.language.iso	en
dc.title	Permanent and Transitory Components in Latin American Real Exchange Rates: A Gibbs-Sampling Approach

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