Impulse response function analysis for Markov switching VAR models (Q6140025)
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scientific article; zbMATH DE number 7791750
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Impulse response function analysis for Markov switching VAR models |
scientific article; zbMATH DE number 7791750 |
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Impulse response function analysis for Markov switching VAR models (English)
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19 January 2024
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Markov switching
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vector autoregression
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impulse response function
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state-space representation
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