Estimating a banking-macro model using a multi-regime VAR
Year of publication: |
2014
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Authors: | Mittnik, Stefan ; Semmler, Willi |
Published in: |
Advances in non-linear economic modeling : theory and applications ; [this book is associated with the SEEK workshop "Non-linear economic modeling : theory and applications" held at ZEW in Mannheim in December 2012.]. - Berlin : Springer, ISBN 978-3-642-42038-2. - 2014, p. 3-40
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Subject: | Bank | Makroökonometrie | Macroeconometrics | VAR-Modell | VAR model | Finanzkrise | Financial crisis | Volatilität | Volatility | Verbriefung | Securitization | Systemrisiko | Systemic risk | Theorie | Theory | Schätzung | Estimation | USA | United States |
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