Accounting for the stability of the UK terms of trade
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- Colin Ellis & Haroon Mumtaz & Pawel Zabczyk, 2014.
"What Lies Beneath? A Time‐varying FAVAR Model for the UK Transmission Mechanism,"
Royal Economic Society, vol. 0(576), pages 668-699, May.
- Mumtaz, Haroon & Zabczyk, Pawel & Ellis, Colin, 2011. "What lies beneath? A time-varying FAVAR model for the UK transmission mechanism," Working Paper Series 1320, European Central Bank.
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