Markov-switching score-driven multivariate models : outlier-robust measurement of the relationships between world crude oil production and US industrial production

Szabolcs Blazsek, Alvaro Escribano, and Adrian Licht

Year of publication:	[2019]
Authors:	Blazsek, Szabolcs ; Escribano, Álvaro ; Licht, Adrian
Publisher:	[Getafe (Spain)] : UC3M, Universidad Carlos III de Madrid
Subject:	World Crude Oil Production \| United States Industrial Production \| Dynamic Conditional \| Score Models \| Score-Driven Multivariate Stochastic Location And Stochastic Seasonality Models \| Markov Regime-Switching Models \| USA \| United States \| Markov-Kette \| Markov chain \| Erdölgewinnung \| Petroleum extraction \| Industrieproduktion \| Industrial production \| Welt \| World \| Schätzung \| Estimation \| Zeitreihenanalyse \| Time series analysis \| Bruttoinlandsprodukt \| Gross domestic product \| VAR-Modell \| VAR model \| Produktivität \| Productivity