Macroeconomic factors affecting exchange rate fluctuation: Markov switching Bayesian quantile approach

Macroeconomic factors affecting exchange rate fluctuation: Markov switching Bayesian quantile approach

© 2016 by the Mathematical Association of Thailand. All rights reserved. We employ Markov switching Bayesian Quantile regression (MSBQR) to investigate macroeconomic factors of exchange rate fluctuation in Thailand. The approach allows us to capture the effect of macroeconomic variables on the diffe...

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書目詳細資料
Main Authors:	Tungtrakul T., Maneejuk P., Sriboonchitta S.
格式:	雜誌
出版:	2017
在線閱讀:	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85008392581&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/42211
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Chiang Mai University

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