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Regime-switching
Markov Regime Switching VAR Model
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Regime-Dependent Impulse-Response Functions
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Stock Markets
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credibility
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interest rate differentials
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regime-dependent impulse response functions
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Tillmann, Peter
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Institut für Wirtschaftspolitik, Wirtschafts- und Sozialwissenschaftliche Fakultät
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The Regime-Dependent Determination of Credibility: A New Look at European Interest Rate Differentials
Tillmann, Peter
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Institut für Wirtschaftspolitik, Wirtschafts- und …
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2001
distinct with respect to the time series properties of the interest rate spread.
Regime-dependent
impulse
response
functions
…
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