Nonlinear Impacts of International Business Cycles on the UK — a Bayesian Smooth Transition VAR
Year of publication: |
2008-01
|
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Authors: | Gefang, Deborah ; Strachan, Rodney |
Institutions: | Department of Economics, Leicester University |
Subject: | International business cycle | Bayesian | smooth transition vector autoregression model |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 08/4 |
Classification: | C11 - Bayesian Analysis ; C32 - Time-Series Models ; C52 - Model Evaluation and Testing ; E32 - Business Fluctuations; Cycles ; F42 - International Policy Coordination and Transmission |
Source: |
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