Large time‐varying parameter VARs: A nonparametric approach
Author:
Affiliation:
1. King's College London UK
2. IGIERBocconi University Milan Italy
3. CEPR London UK
4. European Central Bank Frankfurt Germany
Publisher
Wiley
Subject
Economics and Econometrics,Social Sciences (miscellaneous)
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1002/jae.2722
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