Time-varying local projections with stochastic volatility

Jouchi Nakajima (Institute of Economic Research, Hitotsubashi University)

Year of publication:	March 2025
Authors:	Nakajima, Jouchi
Publisher:	Kunitachi, Tokyo, Japan : Institute of Economic Research, Hitotsubashi University
Subject:	Local projections \| Time-varying parameters \| Stochastic volatility \| Stochastischer Prozess \| Stochastic process \| Volatilität \| Volatility \| Theorie \| Theory \| Schätzung \| Estimation \| Projektmanagement \| Project management

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