Work

Forecasting exchange rates with a large Bayesian VAR

Year: 2009

Type: article

Source: International Journal of Forecasting

DOI: 10.1016/j.ijforecast.2009.01.007

Authors: A. Carriero, G. Kapetanios, M. Marcellino

Institutions: Queen Mary University of London, Bocconi University, European University Institute

Language: English

Topic: Forecasting Techniques and Applications

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1968720267

FWCI: 5.88

Cites: 26

Cited by: 169

Related to: 10