Detecting Time Variation in the Price Puzzle: An Improved Prior Choice for Time Varying Parameter VAR Models | Zendy

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Detecting Time Variation in the Price Puzzle: An Improved Prior Choice for Time Varying Parameter VAR Models

Author(s) -

Peter Reusens,

Christophe Croux

Publication year - 2015

Publication title -

ssrn electronic journal

Language(s) - English

Resource type - Journals

ISSN - 1556-5068

DOI - 10.2139/ssrn.2548960

Subject(s) - econometrics , variation (astronomy) , mathematics , statistics , economics , physics , astrophysics

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