Measuring contagion with a Bayesian, time-varying coefficient model
| Year of publication: |
2003
|
|---|---|
| Authors: | Ciccarelli, Matteo ; Rebucci, Alessandro |
| Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
| Subject: | Contagion | Gibbs sampling | Heteroskedasticity | Omitted variable bias | Time-varying coefficient models |
| Series: | ECB Working Paper ; 263 |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Working Paper |
| Language: | English |
| Other identifiers: | hdl:10419/152697 [Handle] RePEc:ecb:ecbwps:20030263 [RePEc] |
| Classification: | C11 - Bayesian Analysis ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; F41 - Open Economy Macroeconomics ; F42 - International Policy Coordination and Transmission ; G15 - International Financial Markets |
| Source: |
Persistent link: https://www.econbiz.de/10011604309