Comovements in military spending : evidence from a dynamic factor model with time-varying stochastic volatility
Year of publication: |
2023
|
---|---|
Authors: | Isomitdinov, Hasan ; Lee, Junsoo ; Payne, James E. |
Published in: |
Defence and peace economics. - London : Routledge, Taylor & Francis Group, ISSN 1476-8267, ZDB-ID 2069637-1. - Vol. 34.2023, 1, p. 13-35
|
Subject: | comovements | dynamic factor models | global factors | Military spending | Schätzung | Estimation | Militärausgaben | Military expenditure | Faktorenanalyse | Factor analysis | Volatilität | Volatility |
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