Keywords: Time-varying parameters
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Journal Articles
Applied Economic Analysis (2025) 33 (98): 77–91.
Published: 08 April 2024
...-19-induced Great Lockdown. Design/methodology/approach The authors apply Diebold and Yilmaz’s connectedness framework and the improved method based on the time-varying parameter vector autoregressive model. Findings The authors find that although the evolution of business confidence marked...

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