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

Bibliographic Information

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

Michael Ehrmann, Martin Ellison, Natacha Valla

(Bank of Finland discussion papers, 11.2001)

Bank of Finland, 2001

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Note

Abstract also in Finnish

Includes bibliographical references (p. 21-22)

Related Books: 1-1 of 1

Details

  • NCID
    BA53034773
  • ISBN
    • 9516867235
  • Country Code
    fi
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    Helsinki
  • Pages/Volumes
    24 p.
  • Size
    30 cm
  • Parent Bibliography ID
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