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Regime-Switching Global Vector Autoregressive Models · Study

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PreprintRegime-Switching Global Vector Autoregressive Models

Michael Binder2013

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Preprintgreen2013

Regime-Switching Global Vector Autoregressive Models

Michael Binder · Marco Gross

27 citations·0/0 files stored·SSRN Electronic Journal

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Monetary Policy and Economic Impact Global Financial Crisis and Policies Forecasting Techniques and Applications

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References

2006Approximately normal tests for equal predictive accuracy in nested models 2007Exploring the international linkages of the euro area: a global VAR analysis 1998Regime Switches in Interest Rates 2001Modeling Regional Interdependencies Using a Global Vector Error-Correcting Macroeconometric Model 1999Nonlinear Time Series Modelling: An Introduction

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2018Financial stress, regime switching and spillover effects: Evidence from a multi-regime global VAR model 2013Modeling Banking, Sovereign, and Macro Risk in a CCA Global VAR 2016Debt Deflation, Financial Market Stress and Regime Change Evidence from Europe Using MRVAR

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Details

Year2013

Typepreprint

Published2013-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations27

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.2139/ssrn.2302510

openalex_workW183073992

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