Measuring contagion with a Bayesian time-varying coefficient model /
Matteo Ciccarelli and Alessandro Rebucci

Description

Main Author

Ciccarelli, Matteo

Related Names

Rebucci, Alessandro
International Monetary Fund. Research Dept

Language(s)

English

Published

Washington, D.C. : International Monetary Fund, c2003

Subjects

Monte Carlo method
Financial crises > Financial crises / Econometric models
Contagion (Social psychology) > Contagion (Social psychology) / Econometric models

Physical Description

32 p. : ill. ; 28 cm

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