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Bayesian VARs : a survey of the recent literature with an application to the European Monetary System
Ciccarelli, Matteo; Rebucci, Alessandro - 2003
Persistent link: https://www.econbiz.de/10001777991
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The transmission mechanism of European monetary policy : is there heterogeneity? ; Is it changing over time?
Ciccarelli, Matteo; Rebucci, Alessandro - 2002
Persistent link: https://www.econbiz.de/10001670122
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Measuring contagion with a Bayesian time-varying coefficient model
Ciccarelli, Matteo; Rebucci, Alessandro - 2003
Persistent link: https://www.econbiz.de/10001858578