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Florian, Huber ; Gernot, Doppelhofer ; Jesus Crespo, Cuaresma ; Martin, Feldkircher ; Florian, Huber ; Gernot, Doppelhofer ; Jesus, Crespo Cuaresma. (2018) Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model.
In: Working Papers in Economics. RePEc:ris:sbgwpe:2018_006.

Full description at Econpapers

cites:

Geweke, John, “Evaluating the accuracy of sampling-based approaches to the calculation of posterior moments,” in J M Bernardo, J O Berger, A P Dawid, and A F M Smith, eds., Bayesian Statistics 4, Oxford University Press, Oxford 1992, pp. pp. 169–193.

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