The Impact of Time-Varying Parameters in Panel Vector Autoregressive Models: Bayesian Estimation Methods Applied to Financial Market Interdependencies Across Firms. International Journal of Advanced Computational Methodologies and Emerging Technologies, [S. l.], v. 15, n. 6, p. 1–14, 2025. Disponível em: https://owenpress.com/index.php/IJACMET/article/view/2025-06-04. Acesso em: 3 sep. 2025.