Impulse-Response Functions in Markov-Switching Structural Vector AutoRegressions: a Step Further
Year of publication: |
2010
|
---|---|
Authors: | Karamé, Frédéric |
Institutions: | Centre d'Études des Politiques Économiques (EPEE), Université d'Évry Val d'Essonne |
Subject: | Structural VAR | Markov-Switching model | impulse response function | state asymmetry | regime-dependent IRF |
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