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The Markov-Switching Vector Autoregressive Model · Study

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ChapterThe Markov-Switching Vector Autoregressive Model

Hans‐Martin Krolzig1997

Chapter1997

The Markov-Switching Vector Autoregressive Model

Hans‐Martin Krolzig

112 citations·0/0 files stored·Lecture notes in economics and mathematical systems

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Monetary Policy and Economic Impact Control Systems and Identification Financial Risk and Volatility Modeling

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Year1997

Typechapter

Published1997-01-01

VenueLecture notes in economics and mathematical systems

ISSN-L0075-8442

Languageen

Citations112

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1007/978-3-642-51684-9_2

openalex_workW2207092291

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