Working Paper
Estimating time-varying parameters in a nonlinear multivariate model: inferring changes in expectation behavior over time
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https://fraser.stlouisfed.org/title/finance-economics-discussion-series-1491/estimating-time-varying-parameters-a-nonlinear-multivariate-model-inferring-changes-expectation-behavior-time-717608
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Bibliographic Information
Provider: Board of Governors of the Federal Reserve System (U.S.)
Part of Series: Finance and Economics Discussion Series
Publication Date: 1988
Number: 5