Inflation contagion effects in the baltic countries : a time-varying coefficients VAR with stochastic volatility analysis
Year of publication: |
2019
|
---|---|
Authors: | Dima, Bogdan ; Dima, Ştefana Maria ; Barna, Flavia |
Published in: |
Romanian journal of economic forecasting. - Bucharest : Inst., ISSN 2537-6071, ZDB-ID 2428295-9. - Vol. 22.2019, 1, p. 72-87
|
Subject: | Baltic countries | inflation | Time-Varying Coefficients VAR | stochastic volatility | Baltische Staaten | Volatilität | Volatility | VAR-Modell | VAR model | Stochastischer Prozess | Stochastic process | Inflation | Schätzung | Estimation | Schock | Shock | Konjunktur | Business cycle |
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