What Lies Beneath? A Time‐varying FAVAR Model for the UK Transmission Mechanism
| Year of publication: |
2014
|
|---|---|
| Authors: | Ellis, Colin ; Mumtaz, Haroon ; Zabczyk, Pawel |
| Published in: |
Economic Journal. - Royal Economic Society - RES. - 2014, 576, p. 668-699
|
| Publisher: |
Royal Economic Society - RES |