Bayesian inference for unit root in smooth transition autoregressive models and its application to OECD countries

journal contribution

posted on 2025-09-08, 04:27 authored by Shivam Jaiswal, Anoop Chaturvedi, Ishaq BhattiIshaq Bhatti

<p dir="ltr">No description supplied.</p>

History

Publication Date

2022-02-01

Journal

Studies in Nonlinear Dynamics and Econometrics

Volume

26

Issue

1

Pagination

25-34

Publisher

De Gruyter

ISSN

1081-1826

Rights Statement

© 2020 Walter de Gruyter GmbH, Berlin/Boston

Publisher DOI

https://doi.org/10.1515/snde-2019-0133

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Categories

Keywords

Bayes factor ESTAR process OECD posterior odds ratio real effective exchange rate (REER)unit root

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Exports