Interdependence or contagion : a model switching approach with a focus on Latin America
Sharada Nia Davidson
| Year of publication: |
2020
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|---|---|
| Authors: | Davidson, Sharada Nia |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 85.2020, p. 166-197
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| Subject: | Financial crisis | Contagion | Bayesian panel VAR | Latin America | Time-varying parameter model | Lateinamerika | Finanzkrise | VAR-Modell | VAR model | Ansteckungseffekt | Contagion effect | Bayes-Statistik | Bayesian inference | Schock | Shock | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2019.05.015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012210622