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time-varying parameter VARs
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Volker Clausen
;
Alexander Schlösser
;
Christopher Thiem
Economic Policy Uncertainty in the Euro Area: Cross-Country Spillovers and Ma...
This package contains the program codes and data files necessary to replicate the results of the spillover analysis in Economic Policy Uncertainty in the Euro Area:...
DOI:10.15456/jbnst.2019178.151239
.txt
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