A Multivariate GARCH Model with Time-Varying Correlations: What Do Inflation Data Show in Ethiopia?
| Title: | A Multivariate GARCH Model with Time-Varying Correlations: What Do Inflation Data Show in Ethiopia? |
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| Authors: | Likassa, Habte TadesseAff2, Aff3; Chen, Ding-GengAff1, Aff2, IDs1061402510951y_cor1; Nadarajah, SaraleesAff4; Sema, MeskeremAff3; Chen, Jenny K.Aff5; Temesgen, ShibruAff3; Gotu, ButteAff3 |
| Source: | Computational Economics. 67(4):2893-2925 |
| Database: | Springer Nature Journals |