Media type: E-Book Title: On time-varying VAR models : estimation, testing and impulse response analysis Contributor: Yan, Yayi [VerfasserIn]; Gao, Jiti [VerfasserIn]; Peng, Bin [VerfasserIn] imprint: [Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, November 2021 Published in: Monash University: Working paper ; 2021,17 Extent: 1 Online-Ressource (circa 49 Seiten); Illustrationen Language: English Keywords: Multivariate Dynamic Time Series ; Time-Varying Impulse Response ; Testing for Parameter Stability ; Graue Literatur Origination: Footnote: Access State: Open Access