mpfarrho/tvp-network-panel mpfarrho/tvp-network-panel

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  • Created over 3 years ago
  • Updated over 3 years ago
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mpfarrho/tvp-network-panel
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mpfarrho

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Repository Details

TVP panel data model featuring time-varying network dependence introduced in "Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy"

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