A new approach to estimating equilibrium exchange rates for small open economies: The case of Canada
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Cited by:
- Duy Hung Bui & Anthony J Makin & Shyama Ratnasiri, 2017. "Is Vietnam's exchange rate overvalued?," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 22(3), pages 357-371, July.
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Keywords
equilibrium exchange rate; unobserved components; Kalman lter; Bayesian analysis; Importance sampling;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2009-12-11 (Central Banking)
- NEP-IFN-2009-12-11 (International Finance)
- NEP-OPM-2009-12-11 (Open Economy Macroeconomics)
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