A Markov switching factor-augmented VAR model for analyzing US business cycles and monetary policy
Year of publication: |
2018
|
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Authors: | Huber, Florian ; Fischer, Manfred M. |
Published in: |
Oxford bulletin of economics and statistics. - Oxford : Wiley-Blackwell, ISSN 1468-0084, ZDB-ID 1473788-7. - Vol. 80.2018, 3, p. 575-604
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Subject: | Konjunktur | Business cycle | Geldpolitik | Monetary policy | Wirkungsanalyse | Impact assessment | VAR-Modell | VAR model | Nichtlineare Regression | Nonlinear regression | Schätzung | Estimation | USA | United States |
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