Structural vector autoregressions with Markov switching: combining conventional with statistical identification of shocks (Q472754)
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scientific article; zbMATH DE number 6371432
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Structural vector autoregressions with Markov switching: combining conventional with statistical identification of shocks |
scientific article; zbMATH DE number 6371432 |
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Structural vector autoregressions with Markov switching: combining conventional with statistical identification of shocks (English)
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20 November 2014
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vector autoregressive model
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Markov process
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EM algorithm
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impulse responses
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