Projects funded by the NCN
Bayesian inference in STVECM models - applications to exchange rate analysis
2014/13/N/HS4/03593
Keywords:
cointegration nonlinearity STVECM model Bayesian estimation exchange rate
Descriptors:
- HS4_3: Econometrics, statistical methods
- HS4_1: Macroeconomics (incl. economic balance, economic growth, business cycles in global economy, labour economics)
Panel:
HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies
Host institution :
Uniwersytet Ekonomiczny w Krakowie, Wydział Zarządzania
woj. małopolskie
Principal investigator (from the host institution):
Number of co-investigators in the project: 2
Call: PRELUDIUM 7 - announced on 2014-03-17
Amount awarded: 149 280 PLN
Project start date (Y-m-d): 2015-02-25
Project end date (Y-m-d): 2018-09-24
Project duration:: 43 months (the same as in the proposal)
Project status: Project settled