Work

Markov-Switching Vector Autoregressions

Year: 1997

Type: book

Source: Lecture notes in economics and mathematical systems

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

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: W94884745

FWCI: 8.186

Cites: 7

Cited by: 584

Related to: 10