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European University Institute / Department of Law
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Structural vector autoregressions with Markov switching
Lanne, Markku
;
Lütkepohl, Helmut
;
Maciejowska, Katarzyna
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2009
Persistent link: https://www.econbiz.de/10003825416
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2
Estimation methods comparison of SVAR model with the mixture of two normal distributions : Monte Carlo analysis
Maciejowska, Katarzyna
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2010
Persistent link: https://www.econbiz.de/10003985568
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3
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
Saved in:
4
Exchange rates and fundamentals : co-movement, long-run relationships and short-run dynamics
Bekiros, Stelios
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2011
Persistent link: https://www.econbiz.de/10009238619
Saved in:
5
Adapting the Litterman prior for cointegrated VARs
Markun, Michal
-
2011
Persistent link: https://www.econbiz.de/10009238622
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