Work

Statistical Analysis of Cointegrated VAR Processes with Markovian Regime Shifts

Year: 1996

Type: article

Author: Hans‐Martin Krolzig

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: closed

OpenAlex ID: W1517960440

FWCI: 2.122

Cites: 18

Cited by: 85

Related to: 10