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