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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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
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機構: Chiang Mai University