Regime-switching global vector autoregressive models
Year of publication: |
2013
|
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Authors: | Binder, Michael ; Gross, Marco |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | forecasting and simulation | Global macroeconometric modeling | nonlinear modeling | Regime switching |
Series: | ECB Working Paper ; 1569 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 770675018 [GVK] hdl:10419/154002 [Handle] RePEc:ecb:ecbwps:20131569 [RePEc] |
Classification: | C32 - Time-Series Models ; E17 - Forecasting and Simulation ; G20 - Financial Institutions and Services. General |
Source: |
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Regime-switching global vector autoregressive models
Binder, Michael, (2013)
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Estimating GVAR weight matrices
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Regime-switching global vector autoregressive models
Binder, Michael, (2013)
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Regime-switching global vector autoregressive models
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Regime-Switching Global Vector Autoregressive Models
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