Comovements in military spending : evidence from a dynamic factor model with time-varying stochastic volatility
Hasan Isomitdinov, Junsoo Lee and James E. Payne
| Year of publication: |
2023
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|---|---|
| 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
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| Subject: | comovements | dynamic factor models | global factors | Military spending | Militärausgaben | Military expenditure | Volatilität | Volatility | Schätzung | Estimation | Faktorenanalyse | Factor analysis | Stochastischer Prozess | Stochastic process | Welt | World | Zeitreihenanalyse | Time series analysis | Dynamische Wirtschaftstheorie | Economic dynamics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/10242694.2021.1952503 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013549837