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Markov-Switching Vector Autoregressions · Study

BookMarkov-Switching Vector Autoregressions

Hans‐Martin Krolzig1997

Book1997

Markov-Switching Vector Autoregressions

Hans‐Martin Krolzig

583 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 Forecasting Techniques and Applications

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2010Time-varying short-horizon predictability☆2010Regime switching models 2003The European business cycle 2006An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns 2008The asymmetric effects of oil shocks on output growth: A Markov–Switching analysis for the G-7 countries 2004Economic Implications of Bull and Bear Regimes in UK Stock and Bond Returns 2012Investor Herds and Regime-Switching: Evidence from Gulf Arab Stock Markets 2003On currency crises and contagion

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Year1997

Typebook

Published1997-01-01

VenueLecture notes in economics and mathematical systems

ISSN-L0075-8442

Languageen

Citations583

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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

openalex_workW94884745

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