Constructing a dynamic financial conditions indexes by TVP-FAVAR model

Shaoping WangSchool of Economics, Huazhong University of Science and Technology, Wuhan, ChinaView further author information

Fan XuSchool of Economics, Huazhong University of Science and Technology, Wuhan, ChinaCorrespondence[email protected]
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Sanpan ChenSchool of Economics, Huazhong University of Science and Technology, Wuhan, ChinaView further author information

References

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