Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve
Date
2010
Authors
Koop, Gary
Leon-Gonzalez, Roberto
Strachan, Rodney
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Publisher
American Statistical Association
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Keywords
Keywords: Bayesian; Savage-Dickey density ratio; State space model; Time-varying parameter model
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Source
Journal of Business and Economic Statistics
Type
Journal article
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Restricted until
2037-12-31
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