Stochastic model specification in Markov switching vector error correction models
Niko Hauzenberger/Florian Huber/Michael Pfarrhofer/Thomas O. Zörner
| Year of publication: |
2021
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|---|---|
| Authors: | Hauzenberger, Niko ; Huber, Florian ; Pfarrhofer, Michael ; Zörner, Thomas |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 25.2021, 2, Art.-No. 20180069, p. 1-17
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| Subject: | Euro area | hierarchical modeling | inflation forecasting | nonlinear vector error correction model | Kointegration | Cointegration | Eurozone | Markov-Kette | Markov chain | Prognoseverfahren | Forecasting model | Inflation | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2018-0069 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012507433