Asymmetries and Markov-switching structural VAR
Year of publication: |
April 2015
|
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Authors: | Karamé, Frédéric |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 53.2015, p. 85-102
|
Subject: | Structural VAR | Markov-switching regime | Generalized impulse-response function | Sign | Size and state asymmetries | Aggregate gross job flows | VAR-Modell | VAR model | Markov-Kette | Markov chain | Schock | Shock | Konjunktur | Business cycle | Theorie | Theory | Schätzung | Estimation |
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