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~isPartOf:"Working paper / Norges Bank"
~source:"econis"
~subject:"VAR-Modell"
~subject:"Volatility"
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Applying flexible parameter restrictions in Markov-Switching vector autoregression models
Binning, Andrew
;
Maih, Junior
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2015
Persistent link: https://www.econbiz.de/10011410311
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2
Using low frequency information for predicting high frequency variables
Foroni, Claudia
;
Guérin, Pierre
;
Marcellino, Massimiliano
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2015
Persistent link: https://www.econbiz.de/10011391720
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3
Underidentied SVAR models : a framework for combining short and long-run restrictions with sign-restrictions
Binning, Andrew
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2013
Persistent link: https://www.econbiz.de/10009751555
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4
Interactions between Eurozone and US booms and busts : a Bayesian panel Markov-switching VAR model
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
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2013
Persistent link: https://www.econbiz.de/10009786985
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