Bayesian model estimation and selection for the weekly colombian exchange rate

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dc.coverage.sucursalBogotáspa
dc.creatorRodríguez-Niño, Norberto
dc.date.accessioned2000-10-20T08:30:10Zeng
dc.date.available2000-10-20T08:30:10Z
dc.date.created2000-10-20
dc.date.issued2000-10-20
dc.description.abstractThis 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, Steng
dc.format.mimetypePDFspa
dc.identifier.handlehttps://hdl.handle.net/20.500.12134/5179spa
dc.identifier.urihttps://repositorio.banrep.gov.co/handle/20.500.12134/5179
dc.language.isospaspa
dc.publisherBanco de la Repúblicaspa
dc.relation.doihttps://doi.org/10.32468/be.161spa
dc.relation.dotechttps://ideas.repec.org/p/col/000094/002060.htmlspa
dc.relation.ispartofDocumentos de Trabajospa
dc.relation.ispartofseriesBorradores de Economíaspa
dc.relation.isversionofBorradores de Economía; No. 161
dc.relation.numberBorrador 161spa
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/161.htmlspa
dc.rights.accessRightsOpen Accesseng
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0eng
dc.rights.disclaimerLas 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.spa
dc.rights.spaAcceso abiertospa
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/eng
dc.source.handleRepecRePEc:col:000094:002060spa
dc.subject.jelE37 - Prices, Business Fluctuations, and Cycles: Forecasting and Simulation: Models and Applicationeng
dc.subject.jelspaE37 - Precios, fluctuaciones y ciclos económicos: Predicción y simulación; Modelos y aplicaciónspa
dc.subject.keywordBayesian modeleng
dc.subject.keywordEstimationeng
dc.subject.lembCambio exterior -- Colombiaspa
dc.subject.lembAnálisis Bayesianospa
dc.subject.lembModelos econométricosspa
dc.subject.lembVolatilidad estocásticaspa
dc.titleBayesian model estimation and selection for the weekly colombian exchange ratespa
dc.typeWorking Papereng
dc.type.hasversionPublished Versioneng
dc.type.spaDocumentos de trabajospa

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