Regime-dependent impulse response functions in a Markov-switching vector autoregression model

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Bibliographic Information

Title
"Regime-dependent impulse response functions in a Markov-switching vector autoregression model"
Statement of Responsibility
Michael Ehrmann, Martin Ellison, Natacha Valla
Publisher
  • Bank of Finland
Publication Year
  • 2001
Book size
30 cm

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Notes

Abstract also in Finnish

Includes bibliographical references (p. 21-22)

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Details 詳細情報について

  • CRID
    1130282269290583296
  • NII Book ID
    BA53034773
  • ISBN
    9516867235
  • Text Lang
    en
  • Country Code
    fi
  • Title Language Code
    en
  • Place of Publication
    • Helsinki
  • Data Source
    • CiNii Books
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