Inflation contagion effects in the baltic countries : a time-varying coefficients VAR with stochastic volatility analysis
Bogdan Dima, Ştefana Maria Dima, Flavia Barna
| Year of publication: |
2019
|
|---|---|
| Authors: | Dima, Bogdan ; Dima, Ştefana Maria ; Barna, Flavia |
| Subject: | Baltic countries | inflation | Time-Varying Coefficients VAR | stochastic volatility | Baltische Staaten | VAR-Modell | VAR model | Volatilität | Volatility | Inflation | Stochastischer Prozess | Stochastic process | Schätzung | Estimation | Schock | Shock | Konjunktur | Business cycle | Eurozone | Euro area |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012021981