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Mixed-frequency VAR models with Markov-switching dynamics - MaRDI portal

Mixed-frequency VAR models with Markov-switching dynamics (Q2453034)

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Mixed-frequency VAR models with Markov-switching dynamics
scientific article

    Statements

    title
    Mixed-frequency VAR models with Markov-switching dynamics (English)
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    author
    Maximo Camacho
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    publication date
    6 June 2014
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    zbMATH Keywords
    business cycles
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    output growth
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    time series
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    Identifiers

    Mathematics Subject Classification ID
    91B64
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    62M10
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    91B84
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    zbMATH DE Number
    6301394
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    OpenAlex ID
    W1972454838
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