Time-varying parameter VAR model with stochastic volatility : an overview of methodology and empirical applications

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Bibliographic Information

Title
"Time-varying parameter VAR model with stochastic volatility : an overview of methodology and empirical applications"
Statement of Responsibility
Jouchi Nakajima
Publisher
  • Institute for Monetary and Economic Studies, Bank of Japan
Publication Year
  • 2011
Book size
30 cm

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Notes

Cover title

Bibliography: p. 37-40

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Details 詳細情報について

  • CRID
    1130000793687791744
  • NII Book ID
    BB09397651
  • Text Lang
    en
  • Country Code
    ja
  • Title Language Code
    en
  • Place of Publication
    • Tokyo
  • Classification
  • Data Source
    • CiNii Books
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