Work

Markov-Switching Vector Autoregressive Models: Monte Carlo experiment, impulse response analysis, and Granger-Causal analysis

Year: 2012

Type: preprint

Abstract: Defence date: 18 December 2012

Source: RePEc: Research Papers in Economics

DOI: 10.2870/63610

Author: Matthieu Droumaguet

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W116296507

Cites: 66

Cited by: 16

Related to: 10