Common time variation of parameters in reduced-form macroeconomic models (Q2691652)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Common time variation of parameters in reduced-form macroeconomic models |
scientific article |
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Common time variation of parameters in reduced-form macroeconomic models (English)
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30 March 2023
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factor analysis
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time varying parameter model
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VAR
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0.83905786
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0.8368708
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0.8351383
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0.83481276
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0.8314466
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