Regime-dependent impulse response functions in a Markov-switching vector autoregression model
| Year of publication: |
2003
|
|---|---|
| Authors: | Ehrmann, Michael ; Ellison, Martin ; Valla, Natacha |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 78.2003, 3, p. 295-299
|
| Publisher: |
Elsevier |