Skip to contentScholarGate
LibraryBookshelfDeskReview StudioAssistant
Sign in
Time-varying parameter VECM/Evidence
Method evidence record

Time-varying parameter VECM

The Time-Varying Parameter Vector Error Correction Model extends the standard VECM by allowing the adjustment speeds, cointegrating vectors, and short-run dynamics to drift over time. It captures long-run cointegrating relationships among integrated series while accommodating structural change, evolving policy regimes, and shifting economic relationships within a unified state-space framework.

Sources recorded, not reviewed

Source record

Citations copied verbatim from the method’s source record. No claim-level verification is inferred from them.

Time-Varying Parameter Vector Error Correction Model
Taxonomic method record · regression-model / econometrics
  • Park, J. Y., & Hahn, S. B. (1999). Cointegrating regressions with time varying coefficients. Econometric Theory, 15(5), 664–703. · DOI 10.1017/S0266466699155026
  • Vector error correction model. Wikipedia. · URL
Open full method

Curated claims

Claims persisted in the evidence ledger, each with its own assessment.

No curated claims yet

This view does not invent a claim assessment when the ledger has none.

Related methods

Generated from the method graph and shown as machine-suggested relations — no evidence claim is inferred.

See alsoKalman Filtermachine-suggested · Relational suggestion, not evidence.Same method familyState Space Modelmachine-suggested · Relational suggestion, not evidence.Same method familyTVP-VARmachine-suggested · Relational suggestion, not evidence.

Evidence status

Sources recorded, not reviewed

Bibliographic sources are present. Claim-level evidence review has not been performed.

Sources

2 recorded citations, copied from the method source record.

Actions

Open method page
ScholarGate

A content-first reference library for research methods — what each one is, how it works, and where it comes from.

Open data (CC-BY)

Explore

  • Library
  • Search the library…
  • Browse by field
  • Fields
  • Journey
  • Compare
  • Which method?

Reference

  • Subjects
  • Atlas
  • Glossary
  • Methodology
  • Philosophy

Your tools

  • Bookshelf
  • Desk
  • Chat

Company

  • About
  • Pricing
  • Contact
  • Suggest a method

Entries are compiled from published sources for reference. Verifying the accuracy and suitability of any information for your own use remains your responsibility.

© 2026 ScholarGate · A research-method reference library
  • Privacy
  • Cookies
  • Terms
  • Delete account