Bayesian inference in STVECM models - applications to exchange rate analysis

2014/13/N/HS4/03593

HS4_3: Ekonometria i metody statystyczne
HS4_1: Makroekonomia (w tym: równowaga ekonomiczna, wzrost gospodarczy, wahania koniunkturalne w globalnej gospodarce, ekonomia pracy)

HS4 – Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies

UNIWERSYTET EKONOMICZNY W KRAKOWIE, Wydział Zarządzania

Voivodeship: małopolskie

Number of co-investigators in the project: 2

PRELUDIUM 7 – announced on 2014-03-17

How Well Do Contemporary Theories Explain Floating Exchange Rate Changes in an Emerging Economy: The Case of EUR/PLN

Authors:
Adrian Marek Burda

Academic press:
Economies (year: 2022, volume: 10 282, pages: N/A), Publisher: MDPI

Status:
Published

DOI:
10.3390/economies10110282 – link to the publication
Investigation of forecasting performance of selected VECM models, for EUR/PLN exchange rate

Authors:
Adrian Burda

Academic press:
Folia Oeconomica Cracoviensia (year: 2017, volume: LVIII, pages: 59-84), Publisher: Polska Akademia Nauk Oddział w Krakowie Komisja Nauk Ekonomicznych i Statystyki Krakowska Akademia Andrzeja Frycza Modrzewskiego

Status:
Published

DOI:
link to the publication
Forecasting EUR/PLN Exchange Rate: the Role of Purchasing Power Parity Hypothesis in ESTVEC Models

Authors:
Adrian Marek Burda, Błażej Mazur, Mateusz Paweł Pipień

Academic press:
Dynamic Econometric Models (year: 2017, volume: 17, pages: 97-114), Publisher: Uniwersytet Mikołaja Kopernika w Toruniu

Status:
Published

DOI:
10.12775/DEM.2017.006 – link to the publication

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