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Search: subject:"Time varying parameter-vector autoregression model"
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Time-varying parameter vector autoregression model with stochastic volatility (TVP-VAR-SV)
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Time varying parameter-vector autoregression model
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ECONIS (ZBW)
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Time-varying impacts of monetary policies on state-level housing markets : evidence from the Covid-19 period
Huang, MeiChi
- In:
The quarterly review of economics and finance
100
(
2025
),
pp. 1-15
Persistent link: https://www.econbiz.de/10015405507
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2
On the volatility of WTI crude oil prices : a time-varying approach with stochastic volatility
Thai-Ha Le
;
Boubaker, Sabri
;
Manh Tien Bui
;
Park, Donghyun
- In:
Energy economics
117
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014436424
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3
Economic policy uncertainty, investor sentiment and financial stability : an empirical study based on the
time
varying
parameter-vector
autoregression
model
Qi, Xin-Zhou
;
Ning, Zhong
;
Qin, Meng
- In:
Journal of economic interaction and coordination
17
(
2022
)
3
,
pp. 779-799
Persistent link: https://www.econbiz.de/10013271990
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