Measuring contagion with a Bayesian, time-varying coefficient model
| Year of publication: |
2003-09
|
|---|---|
| Authors: | Ciccarelli, Matteo ; Rebucci, Alessandro |
| Institutions: | European Central Bank |
| Subject: | Contagion | Gibbs sampling | Heteroskedasticity | Omitted variable bias | Time-varying coefficient models |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Number 0263 |
| Source: |
Persistent link: https://www.econbiz.de/10005816160