Stock Prices and Economic Fluctuations:A Markov Switching Structural VectorAutoregressive Analysis
Year of publication: |
2008
|
---|---|
Authors: | Lanne, Markku ; Luetkepohl, Helmut |
Institutions: | CESifo |
Subject: | cointegration | Markov regime switching model | vector error correction model | structural vector autoregression | mixed normal distribution |
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