Estimating a banking-macro model using a multi-regime VAR
Stefan Mittnik and Willi Semmler
| Year of publication: |
2014
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|---|---|
| Authors: | Mittnik, Stefan ; Semmler, Willi |
| Published in: |
Advances in non-linear economic modeling : theory and applications ; [this book is associated with the SEEK workshop "Non-linear economic modeling : theory and applications" held at ZEW in Mannheim in December 2012.]. - Berlin : Springer, ISBN 978-3-642-42038-2. - 2014, p. 3-40
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| Subject: | Bank | Makroökonometrie | Macroeconometrics | VAR-Modell | VAR model | Finanzkrise | Financial crisis | Volatilität | Volatility | Verbriefung | Securitization | Systemrisiko | Systemic risk | Theorie | Theory | Schätzung | Estimation | USA | United States |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010251591