Reaction to technology shocks in Markov-switching structural VARs : identification via heteroskedasticity
Year of publication: |
2013
|
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Authors: | Netsunajev, Aleksei |
Published in: |
Journal of macroeconomics. - Amsterdam [u.a.] : Elsevier, ISSN 0164-0704, ZDB-ID 796245-9. - Vol. 36.2013, p. 51-62
|
Subject: | Technology shocks | Markov switching model | Heteroskedasticity | Markov-Kette | Markov chain | Schock | Shock | VAR-Modell | VAR model | Technischer Fortschritt | Technological change | Heteroskedastizität | Heteroscedasticity | Theorie | Theory | Schätzung | Estimation | Technologie | Technology | Konjunktur | Business cycle |
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