Bayesian Vars; A Survey of the Recent Literature with An Application to the European Monetary System
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Modeling Stochastic Volatility with Application to Stock Returns
Krichene, Noureddine, (2003)
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Measuring Contagion with a Bayesian Time-Varying Coefficient Model
Rebucci, Alessandro, (2003)
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In Search of Coincident and Leading Indicators of Economic Activity in Argentina
Simone, Alejandro, (2001)
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Ciccarelli, Matteo, (2002)
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Measuring Contagion with a Bayesian Time-Varying Coefficient Model
Rebucci, Alessandro, (2003)
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Ciccarelli, Matteo, (2003)
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