Regime-dependent impulse response functions in a Markov-switching vector autoregression model
Michael Ehrmann; Martin Ellison; Natacha Valla
| Year of publication: |
2001
|
|---|---|
| Authors: | Ehrmann, Michael ; Ellison, Martin ; Valla, Natacha |
| Publisher: |
Helsinki : Bank of Finland |
| Subject: | Markov-Kette | Markov chain | VAR-Modell | VAR model | Schätzung | Estimation | Verbraucherpreisindex | Consumer price index | USA | United States | 1973-2000 |
| Extent: | 24 S graph. Darst |
|---|---|
| Series: | Bank of Finland research discussion papers. - Helsinki, ISSN 0785-3572, ZDB-ID 2221739-3. - Vol. 2001,11 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg: http://www.bof.fi/env/fin/ju/dp2001/dp11_01e.stm |
| ISBN: | 951-686-723-5 ; 951-686-724-3 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001599080