Time-varying parameter VAR model with stochastic volatility : an overview of methodology and empirical applications
Jouchi Nakajima
| Year of publication: |
2011
|
|---|---|
| Authors: | Nakajima, Jouchi |
| Published in: |
Monetary and economic studies. - Tokyo, ISSN 0288-8432, ZDB-ID 8784383. - Vol. 29.2011, p. 107-142
|
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009935128