Time-Varying Vector Autoregressive Modei-A Survey with the Application to the Japanese Macroeconomic Data-

Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy

Nakajima, Jouchi, (2009)

Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy

Nakajima, Jouchi, (2009)

Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model with the Ordering of Variables for the Japanese Economy and Monetary Policy

Nakajima, Jouchi, (2011)