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~institution:"European University Institute / Department of Law"
~subject:"Exchange rate"
~subject:"VAR model"
~subject:"World"
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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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