Interdependence or contagion: a model switching approach with a focus on Latin America

Research output: Contribution to conferencePaperpeer-review

Original languageEnglish
Publication statusPublished - 14 Jun 2018
EventRimini Centre for Economic Analysis 12th Bayesian Workshop - Rimini, Italy
Duration: 14 Jun 201815 Jun 2018

Conference

ConferenceRimini Centre for Economic Analysis 12th Bayesian Workshop
Country/TerritoryItaly
CityRimini
Period14/06/1815/06/18

Keywords

  • Bayesian econometrics
  • time varying parameter model
  • contagion
  • financial crisis
  • Latin America

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