Structural vector autoregressions with Markov switching (Q846505)
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scientific article; zbMATH DE number 5668137
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Structural vector autoregressions with Markov switching |
scientific article; zbMATH DE number 5668137 |
Statements
Structural vector autoregressions with Markov switching (English)
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9 February 2010
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cointegration
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Markov regime switching model
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vector error correction model
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structural vector autoregression
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0.94547915
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0.92630506
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0.9147978
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0.9121269
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0.9104705
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0.90379596
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0.90378463
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