Author,Title,Edition,Publisher,Year,Series,Number,ISBN,ISSN,URL "Nakajima, Jouchi and 日本銀行金融研究所",Time-varying parameter VAR model with stochastic volatility : an overview of methodology and empirical applications,,"Institute for Monetary and Economic Studies, Bank of Japan",2011,IMES discussion paper series,,,,https://cir.nii.ac.jp/crid/1130000793687791744