TIME-VARYING COEFFICIENT MODELS: A PROPOSAL FOR SELECTING THE COEFFICIENT DRIVER SETS

Publisher: Cambridge University Press

E-ISSN: 1469-8056|21|5|1158-1174

ISSN: 1365-1005

Source: Macroeconomic Dynamics, Vol.21, Iss.5, 2016-01, pp. : 1158-1174

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Abstract