Asymmetries and Markov-switching structural VAR

DOI10.1016/j.jedc.2015.01.007zbMath1401.91394OpenAlexW1981474947MaRDI QIDQ1657582

Frédéric Karamé

Publication date: 13 August 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2015.01.007

zbMATH Keywords

structural VARsignaggregate gross job flowsgeneralized impulse-response functionMarkov-switching regimesize and state asymmetries

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items

Moments, shocks and spillovers in Markov-switching VAR models, OLS estimation of Markov switching VAR models: asymptotics and application to energy use

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