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~subject:"VAR-Modell"
~isPartOf:"Four essays on Markov-switching DSGE and Markov-switching VAR models"
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VAR-Modell
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Markov-Kette
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Blagov, Boris
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Four essays on Markov-switching DSGE and Markov-switching VAR models
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Economics letters
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Journal of econometrics
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Applied economics
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Economic modelling
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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SFB 649 discussion paper
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Working paper series / Bank of Estonia
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Journal of central banking theory and practice
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Financial crises and time-varying risk premia: A Markov-switching DSGE model for Estonia
Blagov, Boris
- In:
Four essays on Markov-switching DSGE and …
,
(pp. 5-27)
.
2015
Persistent link: https://www.econbiz.de/10011957994
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The regime-dependent evolution of credibility: A fresh look at Hong Kong’s linked exchange rate system
Blagov, Boris
- In:
Four essays on Markov-switching DSGE and …
,
(pp. 29-47)
.
2015
Persistent link: https://www.econbiz.de/10011957995
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3
The credibility of Hong Kong’s currency board system: Looking through the prism of MS-VAR models with time-varying transition probabilities
Blagov, Boris
- In:
Four essays on Markov-switching DSGE and …
,
(pp. 49-72)
.
2015
Persistent link: https://www.econbiz.de/10011957996
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4
Modelling the euro area lending spreads
Blagov, Boris
- In:
Four essays on Markov-switching DSGE and …
,
(pp. 73-100)
.
2015
Persistent link: https://www.econbiz.de/10011957997
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