Title

Common Trends and Common Cycles - Bayesian Approach

Journal title

Central European Journal of Economic Modelling and Econometrics

Yearbook

2015

Issue

No 2

Authors

Wróblewska, Justyna

Keywords

cointegration ; Bayesian analysis ; common cyclical features ; matrix Bingham-von Mises-Fisher distribution ; matrix Langevin-Bingham distribution

Divisions of PAS

Nauki Humanistyczne i Społeczne

Coverage

91-110

Publisher

Oddział PAN w Łodzi

Date

30.06.2015

Type

Artykuły / Articles

Identifier

DOI: 10.24425/cejeme.2015.119211 ; ISSN - 2080-0886, ISSN online - 2080-119X

Source

Central European Journal of Economic Modelling and Econometrics; 2015; No 2; 91-110