Markov switching causality and the money-output relationship
Year of publication: |
2005
|
---|---|
Authors: | Psaradakis, Zacharias G. ; Ravn, Morten O. ; Sola, Martin |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 20.2005, 5, p. 665-683
|
Subject: | Markov-Kette | Markov chain | Geldpolitische Transmission | Monetary transmission | Kausalanalyse | Causality analysis | Simulation | USA | United States |
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