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~person:"Ehrmann, Michael"
~isPartOf:"Bank of Finland research discussion papers"
~subject:"VAR-Modell"
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Regime-dependent impulse response functions in a Markov-switching vector autoregression model
Ehrmann, Michael
;
Ellison, Martin
;
Valla, Natacha
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2001
Persistent link: https://www.econbiz.de/10001599080
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