A Gaussian smooth transition vector autoregressive model: an application to the macroeconomic effects of severe weather shocks (Q6891722)
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scientific article; zbMATH DE number 8129720
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| English | A Gaussian smooth transition vector autoregressive model: an application to the macroeconomic effects of severe weather shocks |
scientific article; zbMATH DE number 8129720 |
Statements
A Gaussian smooth transition vector autoregressive model: an application to the macroeconomic effects of severe weather shocks (English)
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2 December 2025
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smooth transition VAR
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nonlinear SVAR
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structural smooth transition vector autoregression
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regime-switching
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