MACRO DETERMINANTS OF THE REAL EXCHANGE RATE IN A SMALL OPEN SMALL ISLAND ECONOMY: EVIDENCE FROM MAURITIUS VIA BMA

MACRO DETERMINANTS OF THE REAL EXCHANGE RATE IN A SMALL OPEN SMALL ISLAND ECONOMY: EVIDENCE FROM MAURITIUS VIA BMA

We assess the robust macro determinants of the real exchange rate in Mauritius under model uncertainty by utilizing Bayesian Model Averaging (BMA). We introduce a broader range of potential macro determinants of the real exchange rate in Mauritius. Then we tackle the issue of model uncertainty when...

Full description

Bibliographic Details
Main Author: Bernard Njindan Iyke
Format: Article
Language:Indonesian
Published: Bank Indonesia 2018-09-01
Series:Bulletin Ekonomi Moneter dan Perbankan
Subjects:
Model Uncertainty, Bayesian Model Averaging (BMA), Macro Determinants, Real Exchange Rate, Mauritius.
Online Access:https://www.bmeb-bi.org/index.php/BEMP/article/view/922

Internet

https://www.bmeb-bi.org/index.php/BEMP/article/view/922

Similar Items