| ID | 283093 |
| Call Number | IMF/WP/03/171/261340 |
| Title Proper | Measuring contagion with a Bayesian time-varying coefficient model |
| Language | ENG |
| Author | Ciccarelli, Matteo ; Rebucci, Alessandro |
| Publication | WAshington, INternational Monetary Fund, 2003. |
| Description | 32p 28cm |
| Series | IMF Working Paper No.171 |
| Summary / Abstract (Note) | IMF WP/03/171--WP/03/180 |
| Price. Qualification | GIPE Dep |
| Classification Number | IMF |
| Key Words | Omitted variable bias ; Contagion ; Gibbs sampling ; Heteroskedasticity ; Time-varying coefficient models |