Stochastic model specification in Markov switching vector error correction models
Year of publication: |
2018
|
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Authors: | Huber, Florian ; Pfarrhofer, Michael ; Zörner, Thomas O. |
Publisher: |
Salzburg : University of Salzburg, Department of Social Sciences and Economics |
Subject: | Non-linear vector error correction model | Markov switching | hierarchical modeling | variable selection | equilibrium credit level | Euro area |
Series: | Working Papers in Economics ; 2018-03 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1040825400 [GVK] hdl:10419/201671 [Handle] RePEc:ris:sbgwpe:2018_003 [RePEc] |
Classification: | C32 - Time-Series Models ; C11 - Bayesian Analysis ; E32 - Business Fluctuations; Cycles ; E44 - Financial Markets and the Macroeconomy ; E51 - Money Supply; Credit; Money Multipliers |
Source: |
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Stochastic model specification in Markov switching vector error correction models
Huber, Florian, (2018)
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Bijsterbosch, Martin, (2014)
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Bijsterbosch, Martin, (2014)
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Stochastic model specification in Markov switching vector error correction models
Huber, Florian, (2018)
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Stochastic model specification in Markov switching vector error correction models
Hauzenberger, Niko, (2021)
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Threshold cointegration in international exchange rates : a Bayesian approach
Huber, Florian, (2019)
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