Markov-switching structural vector autoregressions: theory and application
Year of publication: |
2005
|
---|---|
Authors: | Rubio-Ramírez, Juan Francisco ; Waggoner, Daniel ; Zha, Tao |
Publisher: |
Atlanta, GA : Federal Reserve Bank of Atlanta |
Subject: | Markovscher Prozess | VAR-Modell | Geldpolitik | Schock | Theorie | EU-Staaten |
Series: | Working Paper ; 2005-27 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 504808524 [GVK] hdl:10419/100974 [Handle] RePEc:fip:fedawp:2005-27 [RePEc] |
Source: |
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