Markov-switching vector autoregressions : modelling, statistical inference, and application to business cycle analysis

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Bibliographic Information

Title
"Markov-switching vector autoregressions : modelling, statistical inference, and application to business cycle analysis"
Statement of Responsibility
Hans-Martin Krolzig
Publisher
  • Springer
Publication Year
  • c1997
Book size
24 cm
Series Name / No
  • : pbk.

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Notes

A revised version of the author's dissertation, accepted by the Economics Dept., Humboldt-University of Berlin, 1996

Includes bibliographical references

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