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Sources of monetary growth uncertainty and economic activity : the time-varying-parameter model with heteroskedastic disturbances
Kim, Chang-jin, (1993)
Unobserved-component time series models with Markov-switching heteroscedasticity : changes in regime and the link between inflation rates and inflation uncertainty
Bayes inference via Gibbs sampling of dynamic linear models with Markov-switching
Kim, Chang-jin, (1997)