Modeling volcker as a non-absorbing state : agnostic identification of a markov-switching VAR

Michael T. Owyang

Year of publication:	Aug. 2002 ; [Elektronische Ressource]
Other Persons:	Owyang, Michael T. (contributor)
Institutions:	Federal Reserve Bank of St. Louis (contributor)
Publisher:	St. Louis, MO, : Federal Reserve Bank of St. Louis
Subject:	Geldpolitik \| Monetary policy \| Schock \| Shock \| Strukturbruch \| Structural break \| VAR-Modell \| VAR model \| Markov-Kette \| Markov chain \| Schätzung \| Estimation \| USA \| United States

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