Bayesian analysis of time-varying parameter vector autoregressive model for the Japanese economy and monetary policy

✍ Scribed by Jouchi Nakajima; Munehisa Kasuya; Toshiaki Watanabe

• Book ID: 116660959
• Publisher: Elsevier Science
• Year: 2011
• Tongue: English
• Weight: 468 KB
• Volume: 25
• Category: Article
• ISSN: 0889-1583
• DOI: 10.1016/j.jjie.2011.07.004