dc.creator	Rodríguez-Niño, Norberto
dc.date.created	2000-10-20
dc.date.issued	2000-10-20
dc.identifier.uri	https://repositorio.banrep.gov.co/handle/20.500.12134/5179
dc.description.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
dc.format.mimetype	PDF
dc.language.iso	spa
dc.publisher	Banco de la República
dc.relation.ispartof	Documentos de Trabajo
dc.relation.ispartofseries	Borradores de Economía
dc.relation.isversionof	Borradores de Economía; No. 161
dc.rights.accessRights	Open Access
dc.rights.uri	https://creativecommons.org/licenses/by-nc-sa/4.0/
dc.title	Bayesian model estimation and selection for the weekly colombian exchange rate
dc.type	Working Paper
dc.subject.jel	E31 - Price Level; Inflation; Deflation
dc.subject.jel	E37 - Prices, Business Fluctuations, and Cycles: Forecasting and Simulation: Models and Application
dc.subject.keyword	Bayesian model
dc.subject.keyword	Estimation
dc.subject.lemb	Cambio exterior -- Colombia
dc.subject.lemb	Análisis Bayesiano
dc.subject.lemb	Modelos econométricos
dc.subject.lemb	Volatilidad estocástica
dc.type.spa	Documentos de trabajo
dc.rights.spa	Acceso abierto
dc.rights.cc	Atribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0
dc.subject.jelspa	E31 - Nivel de precios; Inflación; Deflación
dc.subject.jelspa	E37 - Precios, fluctuaciones y ciclos económicos: Predicción y simulación; Modelos y aplicación
dc.type.hasversion	Published Version
dc.coverage.sucursal	Bogotá
dc.relation.doi	https://doi.org/10.32468/be.161
dc.rights.disclaimer	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.
dc.relation.repec	https://ideas.repec.org/p/bdr/borrec/161.html
dc.relation.dotec	https://ideas.repec.org/p/col/000094/002060.html
dc.identifier.handle	https://hdl.handle.net/20.500.12134/5179
dc.source.handleRepec	RePEc:col:000094:002060
dc.source.handleRepec	RePEc:bdr:borrec:161

Bayesian model estimation and selection for the weekly colombian exchange rate

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