Impulse response function analysis for Markov switching VAR models
Maddalena Cavicchioli
| Year of publication: |
2023
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|---|---|
| Authors: | Cavicchioli, Maddalena |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 232.2023, p. 1-4
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| Subject: | Markov switching | Vector autoregression | Impulse response function | State-space representation | VAR-Modell | VAR model | Markov-Kette | Markov chain | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Schock | Shock |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2023.111357 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014464479