Switching volatility in a nonlinear open economy
Year of publication: |
2021
|
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Authors: | Benchimol, Jonathan ; Ivashchenko, Sergey |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 110.2021, p. 1-31
|
Subject: | DSGE | Volatility Shocks | Markov switching | Open economy | Financial crisis | Nonlinearities | Volatilität | Volatility | Offene Volkswirtschaft | Markov-Kette | Markov chain | Finanzkrise | Nichtlineare Regression | Nonlinear regression | Schock | Shock | Schätzung | Estimation | Theorie | Theory | Konjunktur | Business cycle | Dynamisches Gleichgewicht | Dynamic equilibrium | ARCH-Modell | ARCH model |
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