Sources of monetary growth uncertainty and economic activity : the time-varying-parameter model with heteroskedastic disturbances
Year of publication: |
1993
|
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Authors: | Kim, Chang-jin |
Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 75.1993, 3, p. 483-492
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Subject: | Geldmenge | Money supply | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | USA | United States | Zustandsraummodell | State space model | 1962-1988 |
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