Measuring contagion with a Bayesian time-varying coefficient model
By: Matteo Ciccarelli and Alessandro Rebucci.
Contributors: Rebucci, Alessandro.; International Monetary Fund. Research Dept.
Series: IMF working paper -- WP/03/171
Publisher: International Monetary Fund, Research Department
Published: 2003
Place of publication: Washington, D.C
Language: eng
Number of pages: 32
Subjects: Contagion (Social psychology) -- Econometric models.; Financial crises -- Econometric models.; Monte Carlo method.
Genres: Econometric models.
Notes: Cover title.

"September 2003"--Caption.

Includes bibliographical references (p. 26-27).

Also available on the World Wide Web.