Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/152697
Authors: 
Ciccarelli, Matteo
Rebucci, Alessandro
Year of Publication: 
2003
Series/Report no.: 
ECB Working Paper 263
Subjects: 
Contagion
Gibbs sampling
Heteroskedasticity
Omitted variable bias
Time-varying coefficient models
JEL: 
C11
C15
F41
F42
G15
Document Type: 
Working Paper

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