Markov-switching mixed-frequency VAR models
Year of publication: |
2014
|
---|---|
Authors: | Foroni, Claudia ; Guérin, Pierre ; Marcellino, Massimiliano |
Publisher: |
London : Centre for Economic Policy Research |
Subject: | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Frühindikator | Leading indicator | Schätzung | Estimation | Eurozone | Euro area | 1986-2012 |
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