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A Bayesian Approach to Modelling Bivariate Time-Varying Cointegration and Cointegrating Rank
Chua, Chew Lian, (2014)
A latent variable approach to forecasting the unemployment rate
Chua, Chew Lian, (2012)
An impulse-response function for a VAR with multivariate GARCH-in-Mean that incorporates direct and indirect transmission of shocks