Search Results - subject:"time varying parameter"

Baba, Boubekeur; Sevil, Güven - In: Financial innovation : FIN 7 (2021), pp. 1-25

time-varying parameter vector autoregression with stochastic volatility. The empirical analysis reveals several new …

Persistent link: https://www.econbiz.de/10012594935

Wang, Kuan Min; Nguyen Thi Thanh Binh; Lee, Yuan-Ming - In: Future Business Journal 7 (2021), pp. 1-17

This paper uses the panel data of 15 countries from 2009 to 2020 to construct the time-varying parameter panel vector …

Persistent link: https://www.econbiz.de/10012668314

Rella, Giacomo - 2021

Persistent link: https://www.econbiz.de/10012493219

Vinayagathasan, Thanablasingam; Meng, Xiancai - In: Romanian journal of economic forecasting 24 (2021) 3, pp. 20-34

Persistent link: https://www.econbiz.de/10012655427

Dhanessar, Alon; Edwards, Stefan; Ramlogan, Avinash - 2021

Persistent link: https://www.econbiz.de/10012802849

Chen, Zhengyang; Valcarcel, Victor J. - In: Journal of economic dynamics & control 131 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10012818085

Gupta, Shikha; Kumar, Nand - In: Portuguese economic journal 22 (2023) 1, pp. 81-97

Persistent link: https://www.econbiz.de/10013549207

Ji, Jia - In: Applied economics letters 30 (2023) 5, pp. 602-607

Persistent link: https://www.econbiz.de/10013553734

Dellaportas, Petros; Titsias, Michalis K.; Petrova, Katerina - In: Journal of econometrics 232 (2023) 2, pp. 501-520

Persistent link: https://www.econbiz.de/10014340078

Clavijo-Cortes, Pedro - In: Empirical economics : a quarterly journal of the … 65 (2023) 6, pp. 2837-2866

Persistent link: https://www.econbiz.de/10014388985

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