Asymmetries and Markov-switching structural VAR
type: Item
instance of: scholarly article
title: Asymmetries and Markov-switching structural VAR
zbMATH Open document ID: 1401.91394
author: Frédéric Karamé
publication date: 2018-08-13T00:00:00Z
Mathematics Subject Classification ID: 91B64
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 6917199
zbMATH Keywords: structural VAR
zbMATH Keywords: Markov-switching regime
zbMATH Keywords: generalized impulse-response function
zbMATH Keywords: sign
zbMATH Keywords: size and state asymmetries
zbMATH Keywords: aggregate gross job flows
MaRDI profile type: Publication
full work available at URL: j.jedc.2015.01.007
OpenAlex ID: W1981474947
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DOI: 10.1016/J.JEDC.2015.01.007
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 6917199