Pages that link to "Item:Q2453034"
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The following pages link to Mixed-frequency VAR models with Markov-switching dynamics (Q2453034):
Displaying 11 items.
- Confronting model misspecification in macroeconomics (Q528093) (← links)
- Macroeconomics and the reality of mixed frequency data (Q726586) (← links)
- A new approach for estimating VAR systems in the mixed-frequency case (Q779695) (← links)
- Markov-switching vector autoregressions. Modelling, statistical inference, and application to business cycle analysis (Q1366796) (← links)
- Asymmetries and Markov-switching structural VAR (Q1657582) (← links)
- An extension of stochastic volatility model with mixed frequency information (Q1673463) (← links)
- Uncertainty through the lenses of a mixed-frequency Bayesian panel Markov-switching model (Q1728672) (← links)
- Modeling macroeconomic series with regime-switching models characterized by a high-dimensional state space (Q1787719) (← links)
- Estimating dynamic equilibrium models using mixed frequency macro and financial data (Q2630354) (← links)
- Financial fragmentation and the monetary transmission mechanism in the euro area: a smooth transition VAR approach (Q2691787) (← links)
- Marginal distribution of Markov-switching <scp>VAR</scp> processes (Q5349185) (← links)