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Keywords: TVP-VAR model
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Journal Articles
Journal of Economic and Administrative Sciences 1–26.
Published: 25 September 2026
... can be contacted at: satishkumar250399@gmail.com 23 12 2025 13 04 2026 02 07 2026 07 09 2026 © Emerald Publishing Limited 2026 Emerald Publishing Limited Licensed re-use rights only Return-volatility connectedness TVP-VAR model Quantile regression Uncertainty...
Journal Articles
Journal of Economic and Administrative Sciences 1–33.
Published: 12 June 2026
...-varying parameter vector autoregression (TVP-VAR) model. The study looks at the transmission of systemic risk using data from 2008 to 2024. Findings Debt-to-GDP ratio and inflation rate emerged as transmitters of spillover. There is supposed to be a strong connectedness between GDP and External debt...
