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subject:"Monetary policy"
subject:"United States"
~institution:"European University Institute / Department of Law"
~institution:"Frank J. Fabozzi Associates <New Hope, Pa.>"
~person:"Herwartz, Helmut"
~subject:"Moral Hazard"
~subject:"Prognoseverfahren"
~subject:"Schock"
~type_genre:"Graue Literatur"
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Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
;
Lütkepohl, Helmut
-
2011
Persistent link: https://www.econbiz.de/10009008157
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