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. - 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 |
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