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Bayesian Vars : A Survey of the Recent Literature with An Application to the European Monetary System
Ciccarelli, Matteo, (2003)
The Transmission Mechanism of European Monetary Policy : Is there Heterogeneity? Is it Changing Over Time?
Ciccarelli, Matteo, (2002)
Measuring Contagion with a Bayesian Time-Varying Coefficient Model
Rebucci, Alessandro, (2003)