Regime-dependent impulse response functions in a Markov-switching vector autoregression model
Michael Ehrmann; Martin Ellison; Natacha Valla
| Year of publication: |
2003
|
|---|---|
| Authors: | Ehrmann, Michael ; Ellison, Martin ; Valla, Natacha |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 78.2003, 3, p. 295-299
|
| Subject: | Markov-Kette | Markov chain | VAR-Modell | VAR model | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001741110