Structural vector autoregressions with Markov switching: Combining conventional with statistical identification of shocks
Work
Year: 2014
Type: article
Source: Journal of Econometrics
Authors Helmut Herwartz, Helmut Lütkepohl
Institutions University of Göttingen, German Institute for Economic Research, Freie Universität Berlin
Cites: 40
Cited by: 109
Related to: 10
FWCI: 18.11
Citation percentile (by year/subfield): 100
Subfield: Economics and Econometrics
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: green
Grant ID HE 2188-3/1