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Issue Date | Title | Author(s) |
---|---|---|
2014 | The transmission of international shocks to the UK. Estimates based on a time-varying factor augmented VAR | Liu, P; Mumtaz, H; Theophilopoulou, A |
8-Oct-2022 | Oil prices and sectoral stock returns in the BRICS-T countries: a time-varying approach | Caporale, GM; Catik, AN; Kisla, GSH; Helmi, MH; Akdeniz, C |
30-Jan-2024 | Time-varying parameters in monetary policy rules: a GMM approach | Anderl, C; Caporale, GM |
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