Stochastic model specification in Markov switching vector error correction models
Year of publication: |
2021
|
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Authors: | Hauzenberger, Niko ; Huber, Florian ; Pfarrhofer, Michael ; Zörner, Thomas |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 25.2021, 2, Art.-No. 20180069, p. 1-17
|
Subject: | Euro area | hierarchical modeling | inflation forecasting | nonlinear vector error correction model | Kointegration | Cointegration | Prognoseverfahren | Forecasting model | Markov-Kette | Markov chain | Eurozone | Inflation | Theorie | Theory |
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