The Credibility of Hong Kong's Currency Board System: Looking Through the Prism of MS-VAR Models with Time-Varying Transition Probabilities

Author:

Blagov Boris1,Funke Michael12

Affiliation:

1. Department of Economics; Hamburg University; Von-Melle-Park 5, 20146 Hamburg Germany

2. CESifo Munich; 81679 Munich Germany

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

Reference39 articles.

1. Non-linearities in the relation between the exchange rate and its fundamentals;Altavilla;International Journal of Finance & Economics,2010

2. Bayesian analysis of DSGE models;An;Econometric Reviews,2007

3. Predictive Bayesian model selection;Ando;American Journal of Mathematical and Management Sciences,2011

4. Credibility of monetary policy in four accession countries: a Markov regime-switching approach;Arestis;International Journal of Finance & Economics,2005

5. Baker , S. R. Bloom , N. Davis , S. J. 2015 Measuring Economic Policy Uncertainty

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