A MULTIVARIATE REGIME SWITCHING APPROACH TO THE RELATION BETWEEN THE STOCK MARKET, THE INTEREST RATE AND OUTPUT (Q3606397)
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scientific article; zbMATH DE number 5519482
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| English | A MULTIVARIATE REGIME SWITCHING APPROACH TO THE RELATION BETWEEN THE STOCK MARKET, THE INTEREST RATE AND OUTPUT |
scientific article; zbMATH DE number 5519482 |
Statements
A MULTIVARIATE REGIME SWITCHING APPROACH TO THE RELATION BETWEEN THE STOCK MARKET, THE INTEREST RATE AND OUTPUT (English)
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26 February 2009
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regimes
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proxy hypothesis
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impulse responses
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0.8663949
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0.8453605
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0.84267306
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0.8407799
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0.8382589
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0.8369606
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0.8320633
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0.8306792
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