On the Heterogeneity Bias of Pooled Estimators in Stationary VAR Specifications
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Empirical Modeling of Contagion; A Review of Methodologies
Dungey, Mardi, (2004)
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Bayesian Vars; A Survey of the Recent Literature with An Application to the European Monetary System
Ciccarelli, Matteo, (2003)
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Celasun, Oya, (2006)
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Retail Bank Interest Rate Pass-Through; Is Chile Atypical?
Rebucci, Alessandro, (2003)
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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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