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. We discuss estimation of impulse response functions and variance decompositions in such large systems, and present …
Persistent link: https://www.econbiz.de/10003974674
. We discuss estimation of impulse response functions and variance decompositions in such large systems, and present …
Persistent link: https://www.econbiz.de/10008657123
. We discuss estimation of impulse response functions and variance decompositions in such large systems, and present …
Persistent link: https://www.econbiz.de/10013316169
. We discuss estimation of impulse response functions and variance decompositions in such large systems, and present …
Persistent link: https://www.econbiz.de/10013094653
The book presents a systematic and operational approach to econometric modelling of time series subject to shifts in regime. The first part gives a comprehensive mathematical and statistical analysis of the Markov-switching vector autoregressive model. It deals with the theoretical properties...
Persistent link: https://www.econbiz.de/10013521379
finds that the main shocks hitting China in the crisis were international and that domestic banking shocks were unimportant … frictions ; China ; crises ; indirect inference …
Persistent link: https://www.econbiz.de/10009738893
Persistent link: https://www.econbiz.de/10011316646
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