An algorithm for generalized impulse-response functions in Markov-switching structural VAR
Year of publication: |
2012
|
---|---|
Authors: | Karamé, F. |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 117.2012, 1, p. 230-234
|
Publisher: |
Elsevier |
Subject: | Structural VAR | Markov-switching regime | Generalized impulse-response function |
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