# Time-Varying Parameter Vector Autoregressions: Specification, Estimation, and an Application

> Research article (Economic quarterly - Federal Reserve Bank of Richmond, 2016) · cited 83× · AI/ML

**Wikidata**: [openalex:W2561950352](https://www.wikidata.org/wiki/openalex:W2561950352)  
**Source**: https://4ort.xyz/entity/time-varying-parameter-vector-autoregressions-specification-estimation-and-an-application