Keywords: TVP-VAR model
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Journal Articles
International Trade, Politics and Development 1–17.
Published: 07 September 2026
... time-varying parameter vector autoregression (TVP-VAR) models with stochastic volatility using monthly data from January 2006 to March 2023. The average weighted call money rate, reserve money and broad money serve as monetary policy indicators. Impulse responses are evaluated across three horizons...

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