Bayesian inference in a time varying cointegration model

Gary Koop, Roberto Leon-Gonzalez, Rodney Strachan

Research output: Contribution to journalArticlepeer-review

29 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Bayesian inference in a time varying cointegration model'. Together they form a unique fingerprint.

Business & Economics

Mathematics

Arts & Humanities

Engineering & Materials Science