Detecting time variation in the price puzzle: a less informative prior choice for time varying parameter VAR models
Studies in Nonlinear Dynamics and Econometrics, Volume 21, Issue 4, September 2017
Studies in Nonlinear Dynamics and Econometrics, Volume 21, Issue 4, September 2017
| Type: | Academic publication |
|---|---|
| Date: | le 29/09/2017 |
| Source : | Studies in Nonlinear Dynamics and Econometrics |
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About EDHEC
Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the top 15 European business schools. Fully international and directly connected to the business world, EDHEC is a school for business, rather than a business school, where excellence in teaching and research focuses on innovation to stimulate entrepreneurship and creativity. EDHEC functions as a genuine laboratory of ideas and produces innovative solutions valued by businesses. The School’s teaching philosophy, inspired by its award-winning research activities, focuses on “learning by doing”.
