Bayesian TVP-VARX models with time invariant long-run multipliers. Belomestny, D., Krymova, E., & Polbin, A. Economic Modelling, 2021. Q1 quartile
Bayesian TVP-VARX models with time invariant long-run multipliers [link]Paper  doi  bibtex   4 downloads  
@ARTICLE{Belomestny2021,
	author = {Belomestny, Denis and Krymova, Ekaterina and Polbin, Andrey},
	title = {Bayesian TVP-VARX models with time invariant long-run multipliers},
	year = {2021},
	journal = {Economic Modelling},
	volume = {101},
	doi = {10.1016/j.econmod.2021.105531},
	url = {https://www.scopus.com/inward/record.uri?eid=2-s2.0-85105727713&doi=10.1016%2fj.econmod.2021.105531&partnerID=40&md5=8eba1fa5d6c975ae482650c4c09cada0},
	publication_stage = {Final},
	note={ Q1 quartile}
}

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