Structural vector autoregressions with Markov switching
Markku Lanne; Helmut Lütkepohl; Katarzyna Maciejowska
| Year of publication: |
2010
|
|---|---|
| Authors: | Lanne, Markku ; Lütkepohl, Helmut ; Maciejowska, Katarzyna |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 34.2010, 2, p. 121-131
|
| Subject: | Kointegration | Cointegration | VAR-Modell | VAR model | Markov-Kette | Markov chain | Schock | Shock | Inflation | Arbeitslosigkeit | Unemployment | Zins | Interest rate | USA | United States | 1959-2005 |
| Extent: | graph. Darst. |
|---|---|
| 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/10003947631