Analysis of the Trinidad & Tobago Mutual Fund Industry using a Time Varying Parameter Vector Autoregression (TVP-VAR) methodology

Alon Dhanessar, Stefan Edwards, and Avinash Ramlogan

Year of publication:	[2021]
Authors:	Dhanessar, Alon ; Edwards, Stefan ; Ramlogan, Avinash
Publisher:	[Port-of-Spain] : Central Bank of Trinidad & Tobago
Subject:	Financial Markets & Macroeconomy \| Mutual Funds \| Capital Markets \| Markov Chain Monte Carlo and Time-Varying Parameter Vector Autoregression \| Investmentfonds \| Investment Fund \| VAR-Modell \| VAR model \| Finanzmarkt \| Financial market \| Markov-Kette \| Markov chain \| Schätzung \| Estimation \| Monte-Carlo-Simulation \| Monte Carlo simulation

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