Ciccarelli, Matteo
Measuring contagion with a Bayesian time-varying coefficient model / Matteo Ciccarelli & Alessandro Rebucci - Washington : International Monetary Fund (IMF) , 2003 - 32p. : ill. ; 26 cm. - IMF working paper No. 03-171 .
Includes bibliographical references
Gibbs sampling
Contagion
Financial policy
UN IMF WP-03-171
Measuring contagion with a Bayesian time-varying coefficient model / Matteo Ciccarelli & Alessandro Rebucci - Washington : International Monetary Fund (IMF) , 2003 - 32p. : ill. ; 26 cm. - IMF working paper No. 03-171 .
Includes bibliographical references
Gibbs sampling
Contagion
Financial policy
UN IMF WP-03-171