Related Books
Language: en
Pages:
Pages:
Type: BOOK - Published: 2005 - Publisher:
"This paper develops a new and easily implementable necessary and sufficient condition for the exact identification of a Markov-switching structural vector auto
Language: en
Pages: 48
Pages: 48
Type: BOOK - Published: 2014 - Publisher:
This paper develops a new and easily implementable necessary and sufficient condition for the exact identification of a Markov-switching structural vector autor
Language: en
Pages: 20
Pages: 20
Type: BOOK - Published: 2009 - Publisher:
Language: en
Pages: 37
Pages: 37
Type: BOOK - Published: 2011 - Publisher:
In structural vector autoregressive (SVAR) analysis a Markov regime switching (MS) property can be exploited to identify shocks if the reduced form error covari
Language: en
Pages: 369
Pages: 369
Type: BOOK - Published: 2013-06-29 - Publisher: Springer Science & Business Media
This book contributes to re cent developments on the statistical analysis of multiple time series in the presence of regime shifts. Markov-switching models have