Extraction of dynamic financial condition index in Iran by time-varying parameters approach
Structural changes and economic and financial condition change the nature of economic models, and this shows the importance of using models that consider the dynamics of model parameters over time.In this paper, we use factor augmented vector autoregressive models with time-varying coefficients and...
| Main Authors: | , , |
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| Format: | Article |
| Language: | fas |
| Published: |
Semnan University
2022-11-01
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| Series: | مدلسازی اقتصادسنجی |
| Subjects: | |
| Online Access: | https://jem.semnan.ac.ir/article_7331_9853729131005385d2996c8c3e36d2e2.pdf |