Arbeitspapier
Measuring contagion with a Bayesian, time-varying coefficient model
- Sprache
-
Englisch
- Erschienen in
-
Series: ECB Working Paper ; No. 263
- Klassifikation
-
Wirtschaft
Bayesian Analysis: General
Statistical Simulation Methods: General
Open Economy Macroeconomics
International Policy Coordination and Transmission
International Financial Markets
- Thema
-
Contagion
Gibbs sampling
Heteroskedasticity
Omitted variable bias
Time-varying coefficient models
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Ciccarelli, Matteo
Rebucci, Alessandro
- Ereignis
-
Veröffentlichung
- (wer)
-
European Central Bank (ECB)
- (wo)
-
Frankfurt a. M.
- (wann)
-
2003
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:42 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Ciccarelli, Matteo
- Rebucci, Alessandro
- European Central Bank (ECB)
Entstanden
- 2003
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