Time-Varying Vector Autoregressive Modei-A Survey with the Application to the Japanese Macroeconomic Data-

Jouchi Nakajima and Toshiaki Watanabe

Economic Review, 2012, vol. 63, issue 3, 193-208

Date: 2012
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Working Paper: Time-Varying Vector Autoregressive Model - A Survey with the Application to the Japanese Macroeconomic Data - (2012)
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Persistent link: https://EconPapers.repec.org/RePEc:hit:ecorev:v:63:y:2012:i:3:p:193-208

DOI: 10.15057/25864

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