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~isPartOf:"Economics letters"
~person:"Ali, Faek Menla"
~person:"Arai, Yoichi"
~person:"Cavicchioli, Maddalena"
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Ali, Faek Menla
Arai, Yoichi
Cavicchioli, Maddalena
Lütkepohl, Helmut
5
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Impulse response function analysis for Markov switching VAR models
Cavicchioli, Maddalena
- In:
Economics letters
232
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014464479
Saved in:
2
Oil price shocks and stock return volatility : new evidence based on volatility impulse response analysis
Eraslan, Sercan
;
Ali, Faek Menla
- In:
Economics letters
172
(
2018
),
pp. 59-62
Persistent link: https://www.econbiz.de/10012022066
Saved in:
3
Spectral density of Markov-switching VARMA models
Cavicchioli, Maddalena
- In:
Economics letters
121
(
2013
)
2
,
pp. 218-220
Persistent link: https://www.econbiz.de/10010346322
Saved in:
4
Alternative representation for asymptotic distributions of impulse responses in cointegrated VAR systems
Arai, Yoichi
;
Yamamoto, Taku
- In:
Economics letters
67
(
2000
)
3
,
pp. 261-271
Persistent link: https://www.econbiz.de/10001473663
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