Work

The Markov-Switching Vector Autoregressive Model

Year: 1997

Type: book-chapter

Source: Lecture notes in economics and mathematical systems

DOI: 10.1007/978-3-642-51684-9_2

Author: Hans-Martin Krolzig

Institution: University of Oxford

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: W2207092291

FWCI: 1.429

Cites:

Cited by: 112

Related to: 10