Bayesian model estimation and selection for the weekly colombian exchange rate

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Borradores de Economía; No. 161
Date published
2000-10-20
Date of last update
2000-10-20
Author
Rodríguez-Niño, Norberto
Document language
spa
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Las opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva.
Abstract
This document reviews and applies recently developed techniques for Bayesian estimation and model selection in the context of Time Series modeling for Stochastic Volatility. After the literature review on Generalized Conditional Autoregressive models, St
JEL Codes
E31 - Price Level; Inflation; DeflationE37 - Prices, Business Fluctuations, and Cycles: Forecasting and Simulation: Models and Application
Keywords
Bayesian model ; Estimation ;
URI
https://repositorio.banrep.gov.co/handle/20.500.12134/5179
https://hdl.handle.net/20.500.12134/5179
https://doi.org/10.32468/be.161
https://ideas.repec.org/p/bdr/borrec/161.html
https://ideas.repec.org/p/col/000094/002060.html
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This work is licensed under a Creative Commons Reconocimiento-NoComercial 4.0.This document has been deposited by the author (s) under the following certificate of deposit