Adaptive local VAR for dynamic economic policy uncertainty spillover

CC-BY mirrored here arxiv 2023

Niels Gillmann (1, 2), Ostap Okhrin (2) ((1) ifo Institute Dresden, (2) Technische Universit\"at Dresden)

arXiv preprint (econ.GN, q-fin.EC).

ABSTRACT · 0.0 MB · sha256 bb602e940d6c…

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