Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model
Year of publication: |
2013
|
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Authors: | Billio, Monica ; Casarin, Roberto ; Ravazzolo, Francesco ; van Dijk, Herman K. |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | Bayesian Model | Panel VAR | Markov-switching | International Business Cycles | Interaction Mechanism |
Series: | Tinbergen Institute Discussion Paper ; 13-142/III |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 770101348 [GVK] hdl:10419/87180 [Handle] RePEc:dgr:uvatin:20130142 [RePEc] |
Classification: | C11 - Bayesian Analysis ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C53 - Forecasting and Other Model Applications ; E37 - Forecasting and Simulation |
Source: |
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Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model
Billio, Monica, (2013)
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Interactions between Eurozone and US booms and busts : a Bayesian panel Markov-switching VAR model
Billio, Monica, (2013)
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