Interactions between real economic and financial sides of the US economy in a regime-switching environment
Soodabeh Sarafrazi, Shawkat Hammoudeh and Mehmet Balcilar
| Year of publication: |
December 2015
|
|---|---|
| Authors: | Safarazi, Soodabeh ; Hammoudeh, Shawkat ; Balcilar, Mehmet |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 47.2015, 58/60, p. 6493-6518
|
| Subject: | real and financial sectors | Bayesian MCMC method | regime-dependent impulse | VIX | FSI | Markov-Kette | Markov chain | Finanzsektor | Financial sector | Bayes-Statistik | Bayesian inference | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2015.1080806 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011412036