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~isPartOf:"Economics letters"
~person:"Marcellino, Massimiliano"
~subject:"Time-varying parameter VAR"
~subject:"VAR model"
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Time-varying parameter VAR
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Marcellino, Massimiliano
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Explaining the time-varying effects of oil market shocks on US stock returns
Foroni, Claudia
;
Guérin, Pierre
;
Marcellino, Massimiliano
- In:
Economics letters
155
(
2017
),
pp. 84-88
Persistent link: https://www.econbiz.de/10011821575
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