Stochastic model specification in Markov switching vector error correction models (Q2699603)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic model specification in Markov switching vector error correction models |
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Stochastic model specification in Markov switching vector error correction models (English)
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19 April 2023
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Euro area
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hierarchical modeling
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inflation forecasting
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nonlinear vector error correction model
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