scholarly journals Large time-varying parameter VARs

2013 ◽  
Vol 177 (2) ◽  
pp. 185-198 ◽  
Author(s):  
Gary Koop ◽  
Dimitris Korobilis
Keyword(s):  
Large Time ◽  
Time Varying ◽  
Time Varying Parameter

scholarly journals Large time‐varying parameter VARs: A nonparametric approach

2019 ◽  
Vol 34 (7) ◽  
pp. 1027-1049 ◽  
Author(s):  
George Kapetanios ◽  
Massimiliano Marcellino ◽  
Fabrizio Venditti
Keyword(s):  
Large Time ◽  
Time Varying ◽  
Nonparametric Approach ◽  
Time Varying Parameter

scholarly journals Large Time-Varying Parameter Vars: A Non-Parametric Approach

2017 ◽  
Author(s):  
George Kapetanios ◽  
Massimiliano Marcellino ◽  
Fabrizio Venditti
Keyword(s):  
Large Time ◽  
Time Varying ◽  
Parametric Approach ◽  
Time Varying Parameter ◽  
Non Parametric
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