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

Author(s):

Peter Reusens

National Bank of Belgium

Christophe Croux

EDHEC Business School

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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