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~isPartOf:"Oxford bulletin of economics and statistics"
~language:"eng"
~person:"Calvert Jump, Robert"
~subject:"Theory"
~subject:"United Kingdom"
~subject:"VAR model"
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Estimating nonlinear
business
cycle mechanisms with linear vector autoregressions : a Monte Carlo study
Köhler, Karsten
;
Calvert Jump, Robert
- In:
Oxford bulletin of economics and statistics
84
(
2022
)
5
,
pp. 1077-1100
Persistent link: https://www.econbiz.de/10013468541
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