Moments, shocks and spillovers in Markov-switching VAR models (Q6054391)
From MaRDI portal
scientific article; zbMATH DE number 7743047
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moments, shocks and spillovers in Markov-switching VAR models |
scientific article; zbMATH DE number 7743047 |
Statements
Moments, shocks and spillovers in Markov-switching VAR models (English)
0 references
28 September 2023
0 references
Markov-switching VAR
0 references
moments
0 references
impulse response analysis
0 references
bull and bear markets
0 references
0 references
0 references
0 references
0 references
0 references
