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Structural panel Bayesian VAR with multivariate time-varying volatility to jointly deal with structural changes, policy regime shifts, and endogeneity issues
Pacifico, Antonio
- In:
Econometrics
9
(
2021
)
2
,
pp. 1-35
Central-Eastern and
Western
Europe
economies is conducted to describe the performance of the methodology, with particular …
Persistent link: https://www.econbiz.de/10012696325
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